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Showing
1
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10
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date (oldest first)
1
Variance
risk
and the idiosyncratic
volatility
puzzle
Qadan, Mahmoud
;
Shuval, Kerem
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
Saved in:
2
The MAX effect : an exploration of
risk
and mispricing explanations
Zhong, Angel
;
Gray, Philip K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 76-90
Persistent link: https://www.econbiz.de/10011634328
Saved in:
3
Idiosyncratic
volatility
and the cross-section of anomaly returns : is
risk
your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
4
Economic uncertainty : a key factor to understanding idiosyncratic
volatility
puzzle
Li, Yong
;
Mu, Yuandong
;
Qin, Tianyu
- In:
Finance research letters
42
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014581390
Saved in:
5
The
risk
-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
6
Risk
-return relationship reinvestigated
Garg, Vidisha
;
Vasishth, Vibhuti
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 208-215
Persistent link: https://www.econbiz.de/10011420287
Saved in:
7
Volatility
, distress
risk
, and the cross-section of portfolio returns
Sabbaghi, Omid
- In:
Review of accounting & finance
14
(
2015
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10011308963
Saved in:
8
Volatility
risk
premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
9
Market skewness
risk
and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
10
Equity anomalies and idiosyncratic
risk
around the world
Fan, Steve
;
Opsal, Scott
;
Yu, Linda
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
1/2
,
pp. 33-75
Persistent link: https://www.econbiz.de/10011434193
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