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Firm age, idiosyncratic risk, and long-run SEO underperformance

Huang, Chia Wei; Ho, Po-Hsin; Lin, Chih-Yung; Yen, Ju-Fang - In: International review of economics & finance : IREF 34 (2014), pp. 246-266

Persistent link: https://www.econbiz.de/10010533151

Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?

Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397

Persistent link: https://www.econbiz.de/10012197236

Do idiosyncratic skewness and kurtosis really matter?

Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012203105

Risk dynamics around restatement announcements

Salavei Bardos, Katsiaryna; Cline, Brandon N.; Koutmos, … - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1279-1313

Persistent link: https://www.econbiz.de/10012233147

Does idiosyncratic risk matter to momentum profits? : evidence from China

Kao, Wei-Shun; Wang, Li-Hsun; Lin, Chu-Hsiung; Huang, … - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1259-1264

Persistent link: https://www.econbiz.de/10012006820

Firm power in product market and stock returns

Jory, Surendranath R.; Ngo, Thanh - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 182-193

Persistent link: https://www.econbiz.de/10011792482

Cross-sectional volatility index as a proxy for the VIX in an Asian market

Fadzil, Futeri Jazeilya Md; O’Hara, John G.; Wing Lon Ng - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

We present a cross-sectional volatility index (CSV) applied to an Asian market as an alternative to the VIX. One problem with the construction of a VIX-styled index is that it depends on the price of calls and puts, however, the CSV index may be applied to measure the volatility when no...

Persistent link: https://www.econbiz.de/10011884520

The conditional pricing of systematic and idiosyncratic risk in the UK equity market

Cotter, John; O'Sullivan, Niall; Rossia, Francesco - In: International review of financial analysis 37 (2015), pp. 184-193

Persistent link: https://www.econbiz.de/10011317221

Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence

Abugri, Benjamin Adam; Dutta, Sandip - In: International review of economics & finance : IREF 29 (2014), pp. 249-259

Persistent link: https://www.econbiz.de/10010431425

A two-pass model study of the CAPM : evidence from the UK stock market

Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Studies in economics and finance 29 (2012) 2, pp. 89-104

Persistent link: https://www.econbiz.de/10009559816