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Guo, Hui
21
Savickas, Robert
11
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2
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2
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OLC EcoSci
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1
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10008222812
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2
Average Idiosyncratic Volatility in G7 Countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10008055478
Saved in:
3
Forecasting foreign exchange rates using idiosyncratic volatility
Guo, Hui
;
Savickas, Robert
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1322-1332
Persistent link: https://www.econbiz.de/10008057701
Saved in:
4
Average Idiosyncratic Volatility in G7 Countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1259-1258
Persistent link: https://www.econbiz.de/10010113795
Saved in:
5
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10008255609
Saved in:
6
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1637-1650
Persistent link: https://www.econbiz.de/10008412242
Saved in:
7
On Inferring the Direction of Option Trades
Savickas, Robert
;
Wilson, Arthur J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 881
Persistent link: https://www.econbiz.de/10006693967
Saved in:
8
Event-Induced Volatility and Tests for Abnormal Performance
Savickas, Robert
- In:
The journal of financial research : a publ. of the …
26
(
2003
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10006822375
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9
On the Statistical Significance of Event Effects on Unsystematic Volatility
Hilliard, Jimmy E.
;
Savickas, Robert
- In:
The journal of financial research : a publ. of the …
25
(
2002
)
4
,
pp. 447-462
Persistent link: https://www.econbiz.de/10006825018
Saved in:
10
EVIDENCE ON DELTA HEDGING AND IMPLIED VOLATILITIES FOR THE BLACK-SCHOLES, GAMMA, AND WEIBULL OPTION PRICING MODELS
Savickas, Robert
- In:
The journal of financial research : a publ. of the …
28
(
2005
)
2
,
pp. 299
Persistent link: https://www.econbiz.de/10006813451
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