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Asset Volatility
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Börsenkurs
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International review of financial analysis
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1,157
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1
Idiosyncratic
volatility
and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
2
Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin
- In:
International review of financial analysis
41
(
2015
),
pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
Saved in:
3
Time-variation in the impact of news sentiment
Smales, Lee A.
- In:
International review of financial analysis
37
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
Saved in:
4
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossia, Francesco
- In:
International review of financial analysis
37
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
Saved in:
5
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
6
Expected stock returns, common idiosyncratic
volatility
and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
7
Retail investor attention and firms' idiosyncratic risk : evidence from China
Hao, Jing
;
Xiong, Xiong
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803813
Saved in:
8
Risk appetite, idiosyncratic
volatility
and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
9
The pricing of
volatility
risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
10
Good
volatility
, bad
volatility
, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
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