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Idiosyncratic risk matters! : a regime switching approach
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of economics & finance : IREF 18 (2009) 1, pp. 132-141
Persistent link: https://www.econbiz.de/10003793728
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Spillover effects and conditional dependence
Ané, Thierry; Labidi, Chiraz - In: International review of economics & finance : IREF 15 (2006) 4, pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
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Testing stationary for stock market data
Dehay, Dominique - In: Economics letters 50 (1996) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
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Price limits and stock market volatility
Kim, Kenneth A. - In: Economics letters 71 (2001) 1, pp. 131-136
Persistent link: https://www.econbiz.de/10001564119
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Analysis of stock market volatility : adjusted VPIN with high-frequency data
Yang, Haijun; Feng, Xue - In: International review of economics & finance : IREF 75 (2021), pp. 210-222
Persistent link: https://www.econbiz.de/10012692470
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Margin trading and stock idiosyncratic volatility : evidence from the Chinese stock market
Gui, Pingshu; Zhu, Yifeng - In: International review of economics & finance : IREF 71 (2021), pp. 484-496
Persistent link: https://www.econbiz.de/10012627803
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The idiosyncratic momentum anomaly
Blitz, David; Hanauer, Matthias; Vidojevic, Milan - In: International review of economics & finance : IREF 69 (2020), pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Idiosyncratic volatility, conditional liquidity and stock returns
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: International review of economics & finance : IREF 53 (2018), pp. 118-132
Persistent link: https://www.econbiz.de/10011791727