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Does idiosyncratic risk matter for individual securities?

Vozlyublennaia, Nadia - In: Financial management 41 (2012) 3, pp. 555-590

Persistent link: https://www.econbiz.de/10009658319

Risk and seasonal effects : international evidence

Chen, Qiwei - 2012

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Endogenous information, risk characterization, and the predictability of average stock returns

Simlai, Prodosh E. - In: Revista Brasileira de Finanças : RBFin 10 (2012) 3, pp. 291-315

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Payout yield, risk, and mispricing : a Bayesian analysis

Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152

Persistent link: https://www.econbiz.de/10009622431

Idiosyncratic risk and expected returns in frontier markets : evidence from GCC

Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554

Persistent link: https://www.econbiz.de/10009623547

Valuation risk and asset pricing

Albuquerque, Rui; Eichenbaum, Martin S.; Rebelo, Sérgio - 2012

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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

Risk, uncertainty, and expected returns

Bali, Turan G.; Zhou, Hao - 2013 - First Draft: March 2011, This Version: January 2013

. -- risk; uncertainty ; expected returns ; ICAPM ; time-series and cross-sectional stock returns ; variance risk premium …A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book …

Persistent link: https://www.econbiz.de/10009710603

An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns

Huffman, Stephen P.; Moll, Cliff R. - In: Review of financial economics : RFE 22 (2013) 1, pp. 8-19

Persistent link: https://www.econbiz.de/10009717860

Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets

Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98

Persistent link: https://www.econbiz.de/10009759908