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Idiosyncratic risk does not matter : a re-examination of the relationship between average returns and average volatilities

Wei, Steven X.; Zhang, Chu - In: Journal of banking & finance 29 (2005) 3, pp. 603-621

Persistent link: https://www.econbiz.de/10002516939

Statistical and economic significance of stock return predictability : a mean-variance analysis

Wei, Steven X.; Zhang, Chu - In: Journal of multinational financial management 13 (2003) 4/5, pp. 443-463

Persistent link: https://www.econbiz.de/10001782075

Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities

Wei, Steven X.; Zhang, Chu - In: Journal of Banking & Finance 29 (2005) 3, pp. 603-621

Persistent link: https://www.econbiz.de/10005201470

Statistical and economic significance of stock return predictability: a mean-variance analysis

Wei, Steven X.; Zhang, Chu - In: Journal of Multinational Financial Management 13 (2003) 4-5, pp. 443-463

Persistent link: https://www.econbiz.de/10005323597

Why Did Individual Stocks Become More Volatile?

Wei, Steven X.; Zhang, Chu - In: The journal of business : B 79 (2006) 1, pp. 259-292

Persistent link: https://www.econbiz.de/10006010632

Statistical and economic significance of stock return predictability: a mean-variance analysis

Wei, Steven X.; Zhang, Chu - In: Journal of multinational financial management 13 (2003) 4, pp. 443-464

Persistent link: https://www.econbiz.de/10007104910

Why Did Individual Stocks Become More Volatile?

Wei, Steven X.; Zhang, Chu - In: The Journal of Business 79 (2006) 1, pp. 259-292

We investigate why individual stocks become more volatile over the 1976–2000 period, during which quarterly accounting data are available at the firm level. On average, corporate earnings have deteriorated and their volatilities have increased over the sample period. This is more evident for...

Persistent link: https://www.econbiz.de/10005607990