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Variance risk and the idiosync...
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CAPM
Theorie
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Zaremba, Adam
81
Harvey, Campbell R.
55
Fabozzi, Frank J.
54
Stambaugh, Robert F.
54
Bali, Turan G.
53
Bekaert, Geert
53
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52
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46
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41
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36
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36
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34
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32
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32
Jagannathan, Ravi
32
Zhang, Lu
32
Ang, Andrew
31
He, Xue-zhong
31
Lettau, Martin
31
Polk, Christopher
31
Robotti, Cesare
31
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28
Kan, Raymond
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Wachter, Jessica
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25
Lo, Andrew W.
25
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24
Grammig, Joachim
24
Prokopczuk, Marcel
24
Fletcher, Jonathan
23
Gollier, Christian
23
Lee, Cheng F.
23
Lioui, Abraham
23
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23
Schlag, Christian
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Chambre de commerce et d'industrie de Paris
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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American Finance Association
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Western Finance Association
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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International review of financial analysis
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Applied economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
54
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
The journal of portfolio management : a publication of Institutional Investor
47
Applied economics letters
46
Annals of finance
44
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
12,723
EconStor
49
RePEc
43
OLC EcoSci
5
BASE
2
Other ZBW resources
1
Showing
1
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date (newest first)
date (oldest first)
1
The pricing of idiosyncratic
volatility
: an Australian study
Liu, Bin
;
Di Iorio, Amalia
- In:
Australian journal of management
41
(
2016
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10011577340
Saved in:
2
Science or scientism? : on the momentum illusion
Grobys, Klaus
- In:
Annals of finance
20
(
2024
)
4
,
pp. 479-519
Persistent link: https://www.econbiz.de/10015188762
Saved in:
3
Idiosyncratic
volatility
and the cross-section of anomaly returns : is
risk
your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
4
Economic uncertainty : a key factor to understanding idiosyncratic
volatility
puzzle
Li, Yong
;
Mu, Yuandong
;
Qin, Tianyu
- In:
Finance research letters
42
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014581390
Saved in:
5
Risk
neutral variances to compute expected returns using data from S&P BSE 100 firms : a replication study
Mundi, Hardeep Singh
- In:
Management review quarterly
73
(
2023
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10014227408
Saved in:
6
Intertemporal
risk
-return relationships in bull and bear markets
Wu, Shue-Jen
;
Lee, Wei-Ming
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 308-325
Persistent link: https://www.econbiz.de/10011572377
Saved in:
7
Does idiosyncratic
volatility
proxy for a missing
risk
factor? : evidence using portfolios as test assets
Gempesaw, David
;
Kassa, Haimanot
;
Zykaj, Blerina Bela
- In:
European financial management : the journal of the …
28
(
2022
)
3
,
pp. 693-721
Persistent link: https://www.econbiz.de/10013275961
Saved in:
8
Dynamics of variance
risk
premia : a new model for disentangling the price of
risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
9
The skewness
risk
premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
10
Impact of idiosyncratic
volatility
on stock returns : a cross-sectional study
Khovansky, Serguey
;
Zhylyevskyy, Oleksandr
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3064-3075
Persistent link: https://www.econbiz.de/10009777131
Saved in:
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