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Stock price information content, idiosyncratic volatility and expected return
Liang, Meimei - In: Journal of mathematical finance 5 (2015) 4, pp. 401-411
Persistent link: https://www.econbiz.de/10011439154
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Hidden persistent disasters and asset prices
Suzuki, Masataka - In: Annals of finance 10 (2014) 3, pp. 395-418
Persistent link: https://www.econbiz.de/10010399803
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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Agency-based asset pricing and the beta anomaly
Blitz, David - In: European financial management : the journal of the … 20 (2014) 4, pp. 770-801
Persistent link: https://www.econbiz.de/10010503540
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Equity return predictability, time varying volatility and learning about the permanence of shocks
Tortorice, Daniel L. - 2014
Persistent link: https://www.econbiz.de/10010505317
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Heterogeneous beliefs and tests of present value models
Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163
Persistent link: https://www.econbiz.de/10010485954
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Heterogeneous beliefs in asset pricing : when investors' estimates of asset volatility disagree
Lin, Chien-chih; Lin, Feng-teng - In: Asia-Pacific journal of financial studies 39 (2010) 6, pp. 720-735
Persistent link: https://www.econbiz.de/10009231507
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Risk aversion, investor information and stock market volatility
Lansing, Kevin J.; LeRoy, Stephen F. - In: European economic review : EER 70 (2014), pp. 88-107
Persistent link: https://www.econbiz.de/10010496407
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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2022 - Last updated: January 14, 2022
against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices …
Persistent link: https://www.econbiz.de/10012798791