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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
Download Full-text
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References
Price Momentum and Idiosyncratic Volatility
CFA Digest
◽
10.2469/dig.v38.n4.19
◽
2008
◽
Vol 38
(4)
◽
pp. 51-52
Author(s):
John R. Minahan
Keyword(s):
Idiosyncratic Volatility
◽
Price Momentum
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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
◽
Firm Level
◽
Cross Sectional
◽
Korean Stock Market
◽
The Cross
◽
Level Analysis
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Idiosyncratic Volatility and Expected Returns at the Global Level
SSRN Electronic Journal
◽
10.2139/ssrn.2559587
◽
2015
◽
Cited By ~ 2
Author(s):
Mehmet Umutlu
Keyword(s):
Idiosyncratic Volatility
◽
Expected Returns
◽
Global Level
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The Bid-Ask Bounce Effect and the Pricing of Cross-Sectional Idiosyncratic Volatility: An Australian Study
SSRN Electronic Journal
◽
10.2139/ssrn.2563610
◽
2015
◽
Author(s):
Bin Liu
◽
Michael J. Dempsey
◽
Monica Tan
Keyword(s):
Idiosyncratic Volatility
◽
Australian Study
◽
Cross Sectional
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Innovation, Good Idiosyncratic Volatility, and Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.3055504
◽
2017
◽
Cited By ~ 1
Author(s):
Praveen Kumar
◽
Dongmei Li
Keyword(s):
Stock Returns
◽
Idiosyncratic Volatility
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Mispricing, Research Design Choices, and the Idiosyncratic Volatility Puzzle
SSRN Electronic Journal
◽
10.2139/ssrn.3104522
◽
2018
◽
Author(s):
Jing Fang
Keyword(s):
Research Design
◽
Idiosyncratic Volatility
◽
Volatility Puzzle
◽
Idiosyncratic Volatility Puzzle
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The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market
SSRN Electronic Journal
◽
10.2139/ssrn.3111100
◽
2017
◽
Author(s):
Ming Gu
◽
George Jiang
◽
Bu Xu
Keyword(s):
Stock Market
◽
Idiosyncratic Volatility
◽
Chinese Stock Market
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A Multi-Factor Model of Idiosyncratic Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.3221878
◽
2019
◽
Cited By ~ 2
Author(s):
Thijs van der Heijden
◽
Qi Zeng
◽
Yichao Zhu
Keyword(s):
Factor Model
◽
Idiosyncratic Volatility
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The Alphas of Beta and Idiosyncratic Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.3706597
◽
2020
◽
Author(s):
Percy Poon
◽
Tong Yao
◽
Andrew (Jianzhong) Zhang
Keyword(s):
Idiosyncratic Volatility
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Common Idiosyncratic Volatility and Carry Trade Returns
SSRN Electronic Journal
◽
10.2139/ssrn.3730582
◽
2020
◽
Author(s):
Cristina Tessari
Keyword(s):
Idiosyncratic Volatility
◽
Carry Trade
Download Full-text
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