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Volatility
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Gupta, Rangan
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100
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61
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59
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56
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51
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48
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45
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38
Chang, Chia-Lin
37
Asai, Manabu
36
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36
McMillan, David G.
36
Hammoudeh, Shawkat
35
Aizenman, Joshua
33
Ma, Feng
33
Bali, Turan G.
32
Meddahi, Nour
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
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30
Wang, Yudong
30
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29
Prokopczuk, Marcel
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Bauwens, Luc
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28
Christiansen, Charlotte
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Chambre de commerce et d'industrie de Paris
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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World Bank
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Centre for Growth and Business Cycle Research <Manchester>
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Journal of econometrics
185
Energy economics
184
International review of financial analysis
184
International review of economics & finance : IREF
161
Journal of empirical finance
158
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144
The North American journal of economics and finance : a journal of financial economics studies
140
Journal of financial economics
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Applied economics
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Economics letters
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Research in international business and finance
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Applied financial economics
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Applied economics letters
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of international money and finance
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Discussion paper / Centre for Economic Policy Research
94
The European journal of finance
93
The journal of futures markets
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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The review of financial studies
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Journal of forecasting
77
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Quantitative finance
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The journal of finance : the journal of the American Finance Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Research paper series / Swiss Finance Institute
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International journal of finance & economics : IJFE
65
Econometric reviews
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ECONIS (ZBW)
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EconStor
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1
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10009705642
Saved in:
2
Excess volatility and the cross-section of stock returns
Wang, Yuming
;
Ma, Jinpeng
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010460922
Saved in:
3
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
4
Impact of idiosyncratic volatility on stock returns : a cross-sectional study
Khovansky, Serguey
;
Zhylyevskyy, Oleksandr
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3064-3075
Persistent link: https://www.econbiz.de/10009777131
Saved in:
5
Have we solved the idiosyncratic volatility puzzle?
Hou, Kewei
;
Loh, Roger K.
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 167-194
Persistent link: https://www.econbiz.de/10011590682
Saved in:
6
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
7
Idiosyncratic volatility, the VIX and stock returns
Qadan, Mahmoud
;
Kliger, Doron
;
Chen, Nir
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 431-441
Persistent link: https://www.econbiz.de/10012120113
Saved in:
8
Decomposing the idiosyncratic volatility anomaly among euro area stocks
Annaert, Jan
;
De Ceuster, Marc J.
;
Van Doninck, Freek
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553642
Saved in:
9
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
10
Is the investment factor a proxy for time-varying investment opportunities? : the US and international evidence
Huang, Lin
;
Wang, Zijun
- In:
Journal of banking & finance
44
(
2014
),
pp. 219-232
Persistent link: https://www.econbiz.de/10010410914
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