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The impact of the degrees of the degrees of operating and financial leverage on the systematic risk of common stocks : another look
Huffman, Stephen P. - In: Quarterly journal of business and economics : QJBE 28 (1989) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001089339
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An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Huffman, Stephen P.; Moll, Cliff R. - In: Review of financial economics : RFE 22 (2013) 1, pp. 8-19
Persistent link: https://www.econbiz.de/10009717860
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The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.; Huffman, Stephen P. - In: Review of financial economics : RFE 30 (2016), pp. 33-44
Persistent link: https://www.econbiz.de/10011579946
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The Impact of Asymmetry on Expected Stock Returns : An Investigation of Alternative Risk Measures
Huffman, Stephen P. - 2012
We investigate the relation between various alternative risk measures and future daily returns using a sample of firms over the 1988-2009 time period. Previous research indicates that returns are not normally distributed and that investors seem to care more about downside risk than total risk....
Persistent link: https://www.econbiz.de/10013099962