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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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Idiosyncratic risk matters!
Goyal, Amit; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 975-1007
Persistent link: https://www.econbiz.de/10001762577
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A theory of the dynamics of security returns around market closures
Slezak, Steve L. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1163-1211
Persistent link: https://www.econbiz.de/10001171969
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Corporate events, trading activity, and the estimation of systematic risk : evidence from equity offerings and share repurchases
Denis, David J. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1787-1811
Persistent link: https://www.econbiz.de/10001174959
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Luo, Victor Xi; … - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2861-2904
Persistent link: https://www.econbiz.de/10011738221
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Industry concentration and average stock returns
Hou, Kewei; Robinson, David T. - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1927-1956
Persistent link: https://www.econbiz.de/10003357822
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Uncovering the risk-return relation in the stock market
Guo, Hui; Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1433-1463
Persistent link: https://www.econbiz.de/10003331518
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Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
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Information uncertainty and stock returns
Zhang, X. Frank - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 105-137
Persistent link: https://www.econbiz.de/10003302315
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Idiosyncratic consumption risk and the cross section of asset returns
Jacobs, Kris; Wang, Kevin Q. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2211-2252
Persistent link: https://www.econbiz.de/10002251494