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Aggregate idiosyncratic volatiity
Bekaert, Geert
;
Walsh, Randall P.
;
Zhang, Xiaoyan
-
2010
Persistent link: https://www.econbiz.de/10003979088
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2
High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
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2008
Persistent link: https://www.econbiz.de/10003630137
Saved in:
3
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2005
Persistent link: https://www.econbiz.de/10003273701
Saved in:
4
The cross-section of volatility and expected returns
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
-
2004
Persistent link: https://www.econbiz.de/10002418876
Saved in:
5
Pricing the global industry portfolios
Cavaglia, Stefano M.
;
Hodrick, Robert J.
;
Vadim, Moroz
; …
-
2002
Persistent link: https://www.econbiz.de/10001714926
Saved in:
6
Evaluating the specification errors of asset pricing models
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2000
Persistent link: https://www.econbiz.de/10001470841
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