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R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets

Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - In: Economic modelling 70 (2018), pp. 543-560

Persistent link: https://www.econbiz.de/10012027983

Volatility forecasting using related markets' information for the Tokyo stock exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 90 (2020), pp. 143-158

Persistent link: https://www.econbiz.de/10012428085

Returns and volatility of water investments

Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33

This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX), S-Network Global Water Index (S-Net), S&P Global Water...

Persistent link: https://www.econbiz.de/10011898922

Financial reporting quality and idiosyncratic return volatility

Rajgopal, Shivaram; Venkatachalam, Mohan - In: Journal of accounting & economics 51 (2011) 1/2, pp. 1-20

Persistent link: https://www.econbiz.de/10008909977

Financial Reporting Quality and Idiosyncratic Return Volatility

Rajgopal, Shivaram - 2010

Campbell, Lettau, Malkiel and Xu (2001) document that firms' stock returns have become more volatile in the U.S. since 1960. We hypothesize and find that deteriorating earnings quality is associated with higher idiosyncratic return volatility over 1962-2001. These results are robust to...

Persistent link: https://www.econbiz.de/10013141969

Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401

Persistent link: https://www.econbiz.de/10013342033