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On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns
Guo, Hui; Kassa, Haimanot; Ferguson, Michael F. - In: Journal of Financial and Quantitative Analysis 49 (2014) 01, pp. 271-296
Persistent link: https://www.econbiz.de/10011120735
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Expected stock market returns and volatility : three decades later
Kassa, Haimanot; Wang, Feifei; Yan, Xuemin Sterling - In: Critical finance review 12 (2023) 1/4, pp. 271-307
Persistent link: https://www.econbiz.de/10014370376
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On the relation between EGARCH idiosyncratic volatility and expected stock returns
Guo, Hui; Kassa, Haimanot; Ferguson, Michael F. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 271-296
Persistent link: https://www.econbiz.de/10010408532
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Idiosyncratic risk, investor base, and returns
Chichernea, Doina C.; Ferguson, Michael F.; Kassa, Haimanot - In: Financial management 44 (2015) 2, pp. 267-293
Persistent link: https://www.econbiz.de/10011372620
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What information matters to investors at different stages of a firm's life cycle?
Dickinson, Victoria; Kassa, Haimanot; Schaberl, Philipp D. - In: Advances in accounting : a research annual 42 (2018), pp. 22-33
Persistent link: https://www.econbiz.de/10011933398
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Hazard stocks and expected returns
DeLisle, R. Jared; Ferguson, Michael F.; Kassa, Haimanot; … - In: Journal of banking & finance 125 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
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Variation in option implied volatility spread and future stock returns
DeLisle, R. Jared; Diavatopoulos, Dean; Fodor, Andy; … - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
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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
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Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets
Gempesaw, David; Kassa, Haimanot; Bela Zykaj, Blerina - In: European Financial Management 28 (2021) 3, pp. 693-721
Persistent link: https://www.econbiz.de/10012634897
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Lottery preferences and the idiosyncratic volatility puzzle
Chichernea, Doina C.; Kassa, Haimanot; Slezak, Steve L. - In: European Financial Management 25 (2018) 3, pp. 655-683
Persistent link: https://www.econbiz.de/10012089852