Decomposing the idiosyncratic volatility anomaly among euro area stocks

Finance Research Letters ◽

10.1016/j.frl.2022.102672 ◽

2022 ◽

pp. 102672

Author(s):

Jan Annaert ◽

Marc De Ceuster ◽

Freek Van Doninck

Keyword(s):

Euro Area ◽

Idiosyncratic Volatility

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Discretionary fiscal policy in the Euro area: Past, present and future

ECONOMIA PUBBLICA ◽

10.3280/ep2020-001002 ◽

2020 ◽

pp. 55-85

Author(s):

Francesco Caprioli ◽

Marzia Romanelli ◽

Pietro Tommasino

Keyword(s):

Fiscal Policy ◽

Euro Area ◽

Discretionary Fiscal Policy

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Price Momentum and Idiosyncratic Volatility

10.2469/dig.v38.n4.19 ◽

2008 ◽

Vol 38 (4) ◽

pp. 51-52

Author(s):

John R. Minahan

Keyword(s):

Idiosyncratic Volatility ◽

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Towards a New Architecture of the Euro Area

The Federalist Debate ◽

10.2478/tfd-2018-0021 ◽

2018 ◽

Vol 31 (2) ◽

pp. 43-44 ◽

Author(s):

Alberto Majocchi

Keyword(s):

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Ten Years from Now : How Will the Euro Area Be?

Revue d économie financière (English ed ) ◽

10.3406/ecofi.2010.5463 ◽

2010 ◽

Vol 96 (1) ◽

pp. 63-69

Author(s):

Lorenzo Bini Smaghi

Keyword(s):

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A Firm-Level Analysis of the Cross-Sectional Relation between Expected Returns and Expected Idiosyncratic Volatility in the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2019.32.4.1 ◽

2019 ◽

Vol 32 (4) ◽

pp. 513-561

Author(s):

Sangkyu Lee ◽

◽

Young Sik Kim

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Expected Returns ◽

Cross Sectional ◽

Korean Stock Market ◽

The Cross ◽

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The Cyclical Response of Fiscal Policies in the Euro Area: Why Do Results of Empirical Research Differ So Strongly?

SSRN Electronic Journal ◽

10.2139/ssrn.1105717 ◽

2008 ◽

Author(s):

Sandro Momigliano ◽

Roberto Golinelli

Keyword(s):

Empirical Research ◽

Euro Area ◽

Fiscal Policies

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Deposit Over-Insurance in EU Accession Countries - A Moral Hazard Boomerang to the Euro Area?

SSRN Electronic Journal ◽

10.2139/ssrn.1160136 ◽

2008 ◽

Author(s):

Kalina Dimitrova ◽

Nikolay Nenovsky

Keyword(s):

Moral Hazard ◽

Euro Area ◽

Eu Accession ◽

Accession Countries ◽

Eu Accession Countries

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Price Discovery on Traded Long-Term Inflation Expectations in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1343522 ◽

2009 ◽

Author(s):

Alexander Schulz ◽

Jelena Stapf

Keyword(s):

Euro Area ◽

Price Discovery ◽

Inflation Expectations

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Is Idiosyncratic Volatility Really Priced?

SSRN Electronic Journal ◽

10.2139/ssrn.1573085 ◽

2010 ◽

Author(s):

Mikael C. Bergbrant

Keyword(s):

Idiosyncratic Volatility

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