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Weekend gold returns in bull and bear markets

Blose, Laurence E.; Gondhalekar, Vijay - In: Accounting and finance : journal of the Accounting … 53 (2013) 3, pp. 609-623

Persistent link: https://www.econbiz.de/10010128920

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

Idiosyncratic volatility puzzle : the role of assets' interconnections

Panzica, Roberto Calogero - 2018 - This version: August 8, 2018

The paper investigates the determinants of the idiosyncratic volatility puzzle by allowing linkages across asset … based on Granger causality test have lower expected returns, not related to idiosyncratic volatility. Secondly, empirical … evidence indicates that stocks with higher idiosyncratic volatility have the lower exposition on the indegree risk factor. …

Persistent link: https://www.econbiz.de/10011893131

Are extreme returns priced in the stock market? : European evidence

Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - In: Journal of banking & finance 37 (2013) 9, pp. 3401-3411

Persistent link: https://www.econbiz.de/10010126415

Country-specific idiosyncratic risk and global equity index returns

Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337

Persistent link: https://www.econbiz.de/10009693293

Intangible factor and idiosyncratic volatility puzzles

Li, Xing; Hou, Keqiang; Zhang, Chao - In: Finance research letters 34 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012437005

Idiosyncratic volatility puzzle : the role of assets' interconnections

Panzica, Roberto Calogero - In: Network connectivity, systematic and systemic risk, (pp. 145-181). 2018

Persistent link: https://www.econbiz.de/10012305840

Idiosyncratic volatility puzzle exists at the country level

He, Zhongzhi; Xue, Wenjun - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013538973

Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model

Jareño, Francisco; González Pérez, María de la O; … - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 4, pp. 617-638

Persistent link: https://www.econbiz.de/10011971203

Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015

Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109

Persistent link: https://www.econbiz.de/10012665548