Narrow search
Showing 1 - 10 of 381,632
Cover Image
Correlated idiosyncratic volatility shocks
Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Cover Image
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar; Bekiros, Stelios; McColl, John H.; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Cover Image
The cross-section of expected stock returns and components of idiosyncratic volatility
Poudeh, Seyed Reza Tabatabaei; Fu, Chengbo - In: The journal of risk finance : JRF 23 (2022) 4, pp. 403-417
Persistent link: https://www.econbiz.de/10013370591
Cover Image
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Cover Image
Unrealistic expectations: the futility of precisely estimating a stock's expected return
Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10014546370
Cover Image
Cross-sectional dependence in idiosyncratic volatility
Kalnina, Ilze; Tewou, Kokouvi - 2015
Persistent link: https://www.econbiz.de/10011404552
Cover Image
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 1, pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Cover Image
Is idiosyncratic volatility related to returns?evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael; Kassa, Haimanot - In: Journal of banking & finance 127 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Cover Image
A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
Cover Image
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