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How financial crises affect the relationship between idiosyncratic volatility and stock returns
Chen, Yi-Ling; Wang, Ming-Chun; Lin, Jun-Biao; Huang, … - In: International review of economics & finance : IREF 80 (2022), pp. 96-113
Persistent link: https://www.econbiz.de/10013341740
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Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun; Zhang, Yuchen; Tian, Mengqiao; Chao, Youcong - In: International review of economics & finance : IREF 85 (2023), pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
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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
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Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
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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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Asset pricing with time varying pessimism and rare disasters
Zhang, Jian; Kong, Dongmin; Liu, Hening; Wu, Ji - In: International review of economics & finance : IREF 60 (2019), pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
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On the conditional performance of the IVOL anomaly
Wang, Jianqiu; Wu, Ke; Pan, Jiening - In: International review of economics & finance : IREF 89 (2024) 1, pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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Stock return volatility and financial distress : moderating roles of ownership structure, managerial ability, and financial constraints
Giang Thi Huong Vuong; Nguyen Phuc Van; Barky, Walid; … - In: International review of economics & finance : IREF 91 (2024), pp. 634-652
Persistent link: https://www.econbiz.de/10014492245
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Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Jian, Zhihong; Zhu, Zhican; Zhou, Jie; Wu, Shuai - In: International review of economics & finance : IREF 70 (2020), pp. 168-186
Persistent link: https://www.econbiz.de/10012486784