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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
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Asset pricing in large information networks
Ozsoylev, Han N.; Walden, Johan - In: Journal of economic theory 146 (2011) 6, pp. 2252-2280
Persistent link: https://www.econbiz.de/10009412908
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas; Hrdlicka, Christopher; Kalodimos, Jonathan - In: Review of asset pricing studies 4 (2014) 1, pp. 78-117
Persistent link: https://www.econbiz.de/10010399878
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Return-volume nexus in financial markets : a survey of research
Yamani, Ehab - In: Research in international business and finance 65 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014432473
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Corporate bond prices and idiosyncratic risk : evidence from Australia
Fang, Victor; Hung, Chi-Hsiou D. - In: Journal of international financial markets, … 33 (2014), pp. 99-114
Persistent link: https://www.econbiz.de/10011299865
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Australian banking risk : the stock market's assessment and the relationship between capital and asset volatility
Gizycki, Marianne C.; Goldsworthy, Brenton - 1999
Persistent link: https://www.econbiz.de/10001438752
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The Pricing of Idiosyncratic Volatility : An Australian Study
Liu, Bin - 2016
This study examines the importance of idiosyncratic volatility in asset pricing for Australian stock returns from … risk factors explained significant variations in US stock returns, we construct an idiosyncratic volatility mimicking … idiosyncratic volatility mimicking factor is priced and positively related to the stock returns for the sample period, (b) the …
Persistent link: https://www.econbiz.de/10012993016
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The pricing of idiosyncratic volatility : an Australian study
Liu, Bin; Di Iorio, Amalia - In: Australian journal of management 41 (2016) 2, pp. 353-375
Persistent link: https://www.econbiz.de/10011577340