-
1
-
-
33750085565
-
How diversifiable is firm-specific risk?
-
University of Southern Maine and Washington State University
-
Bennett, J., and R. Sias. 2006. "How Diversifiable Is Firm-Specific Risk?" Working paper, University of Southern Maine and Washington State University.
-
(2006)
Working Paper
-
-
Bennett, J.1
Sias, R.2
-
2
-
-
44449174568
-
The idiosyncratic volatility puzzle: Time trend or speculative episodes?
-
Duke University
-
Brandt, M., A. Brav, and J. Graham. 2005. "The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?" Working paper, Duke University.
-
(2005)
Working Paper
-
-
Brandt, M.1
Brav, A.2
Graham, J.3
-
3
-
-
0002519023
-
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
-
Campbell, J., M. Lettau, B. Malkiel, and Y. Xu. 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk." Journal of Finance, vol. 56, no. 1 (February):1-43.
-
(2001)
Journal of Finance
, vol.56
, Issue.1 FEBRUARY
, pp. 1-43
-
-
Campbell, J.1
Lettau, M.2
Malkiel, B.3
Xu, Y.4
-
4
-
-
33750043169
-
Can growth options explain the trend in idiosyncratic risk?
-
Pennsylvania State University
-
Cao, C., T. Simin, and J. Zhao. 2005. "Can Growth Options Explain the Trend in Idiosyncratic Risk?" Working paper, Pennsylvania State University.
-
(2005)
Working Paper
-
-
Cao, C.1
Simin, T.2
Zhao, J.3
-
5
-
-
0347236715
-
Return dispersion and active management
-
de Silva, H., S. Sapra, and S. Thorley. 2001. "Return Dispersion and Active Management." Financial Analysts Journal, vol. 57, no. 5 (September/October):29-41.
-
(2001)
Financial Analysts Journal
, vol.57
, Issue.5 SEPTEMBER-OCTOBER
, pp. 29-41
-
-
De Silva, H.1
Sapra, S.2
Thorley, S.3
-
6
-
-
1642331944
-
Value-enhancing capital budgeting and firm-specific stock return variation
-
Durnev, A., R. Morck, and B. Yeung. 2004. "Value-Enhancing Capital Budgeting and Firm-Specific Stock Return Variation." Journal of Finance, vol. 59, no. 1 (February):65-105.
-
(2004)
Journal of Finance
, vol.59
, Issue.1 FEBRUARY
, pp. 65-105
-
-
Durnev, A.1
Morck, R.2
Yeung, B.3
-
7
-
-
0031066567
-
Industry costs of equity
-
Fama, E., and K. French. 1997. "Industry Costs of Equity." Journal of Financial Economics, vol. 43, no. 2 (February):153-194.
-
(1997)
Journal of Financial Economics
, vol.43
, Issue.2 FEBRUARY
, pp. 153-194
-
-
Fama, E.1
French, K.2
-
8
-
-
65049083826
-
IPO vintage and the rise in idiosyncratic risk
-
James Madison University and Rice University
-
Fink, J., K. Fink, G. Grullon, and J. Weston. 2005. "IPO Vintage and the Rise in Idiosyncratic Risk." Working paper, James Madison University and Rice University.
-
(2005)
Working Paper
-
-
Fink, J.1
Fink, K.2
Grullon, G.3
Weston, J.4
-
9
-
-
0142168851
-
Idiosyncratic risk matters!
-
Goyal, A., and P. Santa-Clara. 2003. "Idiosyncratic Risk Matters!" Journal of Finance, vol. 58, no. 3 (June):975-1007.
-
(2003)
Journal of Finance
, vol.58
, Issue.3 JUNE
, pp. 975-1007
-
-
Goyal, A.1
Santa-Clara, P.2
-
10
-
-
33750064823
-
Idiosyncratic return volatility, cash flows, and product market competition
-
University of Georgia and Boston College
-
Irvine, P., and J. Pontiff. 2005. "Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition." Working paper, University of Georgia and Boston College.
-
(2005)
Working Paper
-
-
Irvine, P.1
Pontiff, J.2
-
11
-
-
33750043744
-
On the dynamic relation between returns and idiosyncratic volatility
-
University of Northern Iowa and University of Houston
-
Jiang, X., and B. Lee. 2004. "On the Dynamic Relation between Returns and Idiosyncratic Volatility." Working paper, University of Northern Iowa and University of Houston.
-
(2004)
Working Paper
-
-
Jiang, X.1
Lee, B.2
-
12
-
-
4444371156
-
Firm-specific variation and openness in emerging markets
-
Li, K., R. Morck, F. Yang, and B. Yeung. 2004. "Firm-Specific Variation and Openness in Emerging Markets." Review of Economics and Statistics, vol. 86, no. 3 (August):658-669.
-
(2004)
Review of Economics and Statistics
, vol.86
, Issue.3 AUGUST
, pp. 658-669
-
-
Li, K.1
Morck, R.2
Yang, F.3
Yeung, B.4
-
13
-
-
0001373089
-
The information content of stock markets: Why do emerging markets have synchronous stock price movements?
-
Morck, R., B. Yeung, and W. Yu. 2000. "The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?" Journal of Financial Economics, vol. 58, no. 1 (October):215-260.
-
(2000)
Journal of Financial Economics
, vol.58
, Issue.1 OCTOBER
, pp. 215-260
-
-
Morck, R.1
Yeung, B.2
Yu, W.3
-
14
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.K., and K.D. West. 1987. "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, vol. 55, no. 3 (May):703-708.
-
(1987)
Econometrica
, vol.55
, Issue.3 MAY
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
15
-
-
34247184036
-
Financial reporting quality and idiosyncratic return volatility over the last four decades
-
University of Washington and Duke University
-
Rajgopal, S., and M. Venkatachalam. 2005. "Financial Reporting Quality and Idiosyncratic Return Volatility over the Last Four Decades. " Working paper, University of Washington and Duke University.
-
(2005)
Working Paper
-
-
Rajgopal, S.1
Venkatachalam, M.2
-
16
-
-
0001760867
-
Trend function hypothesis testing in the presence of serial correlation
-
Vogelsang, T. 1998. "Trend Function Hypothesis Testing in the Presence of Serial Correlation." Econometrica, vol. 66, no. 1 (January):123-148.
-
(1998)
Econometrica
, vol.66
, Issue.1 JANUARY
, pp. 123-148
-
-
Vogelsang, T.1
-
17
-
-
30744469688
-
Why did individual stocks become more volatile?
-
Wei, S., and C. Zhang. 2006. "Why Did Individual Stocks Become More Volatile?" Journal of Business, vol. 79, no. 1 (January):259-292.
-
(2006)
Journal of Business
, vol.79
, Issue.1 JANUARY
, pp. 259-292
-
-
Wei, S.1
Zhang, C.2
-
18
-
-
0347569245
-
Investigating the behavior of idiosyncratic volatility
-
Xu, Y., and B. Malkiel. 2003. "Investigating the Behavior of Idiosyncratic Volatility." Journal of Business, vol. 76, no. 4 (October):613-644.
-
(2003)
Journal of Business
, vol.76
, Issue.4 OCTOBER
, pp. 613-644
-
-
Xu, Y.1
Malkiel, B.2
|