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There are 15882 results for: content related to: Does Idiosyncratic Risk Really Matter?

  1. Idiosyncratic Risk Matters!

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 975–1007, Amit Goyal and Pedro Santa-Clara

    Version of Record online : 6 MAY 2003, DOI: 10.1111/1540-6261.00555

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  3. The Dynamic Relation Between Returns and Idiosyncratic Volatility

    Financial Management

    Volume 35, Issue 2, June 2006, Pages: 43–65, Xiaoquan Jiang and Bong-Soo Lee

    Version of Record online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2006.tb00141.x

  4. Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

    Journal of Business Finance & Accounting

    Volume 39, Issue 5-6, June/July 2012, Pages: 758–784, Sabine Artmann, Philipp Finter and Alexander Kempf

    Version of Record online : 13 APR 2012, DOI: 10.1111/j.1468-5957.2012.02286.x

  5. CEO Turnover and Relative Performance Evaluation

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2155–2184, DIRK JENTER and FADI KANAAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12282

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    Long-Run Performance of Chinese Initial Public Offerings: Further Evidence

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 2, April 2011, Pages: 285–316, Chen Su, Kenbata Bangassa and David Brookfield

    Version of Record online : 17 APR 2011, DOI: 10.1111/j.2041-6156.2011.01039.x

  7. The Presidential Puzzle: Political Cycles and the Stock Market

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1841–1872, Pedro Santa-Clara and Rossen Valkanov

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00590

  8. Do Shareholders Benefit from Corporate Misconduct? A Long-Run Analysis

    Journal of Empirical Legal Studies

    Volume 8, Issue 3, September 2011, Pages: 449–476, Samuel L. Tibbs, Deborah L. Harrell and Ronald E. Shrieves

    Version of Record online : 2 AUG 2011, DOI: 10.1111/j.1740-1461.2011.01216.x

  9. Sell-Side Analyst Research and Stock Comovement

    Journal of Accounting Research

    Volume 52, Issue 4, September 2014, Pages: 911–954, VOLKAN MUSLU, MICHAEL REBELLO and YEXIAO XU

    Version of Record online : 28 JUL 2014, DOI: 10.1111/1475-679X.12057

  10. Who Blinks in Volatile Markets, Individuals or Institutions?

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1923–1949, Patrick J. Dennis and Deon Strickland

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00484

  11. Mutual Fund Herding and the Impact on Stock Prices

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 581–622, Russ Wermers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00118

  12. The Conditional Beta and the Cross-Section of Expected Returns

    Financial Management

    Volume 38, Issue 1, Spring 2009, Pages: 103–137, Turan G. Bali, Nusret Cakici and Yi Tang

    Version of Record online : 28 APR 2009, DOI: 10.1111/j.1755-053X.2009.01030.x

  13. Style timing with the value spread in Australia

    Accounting & Finance

    Volume 49, Issue 4, December 2009, Pages: 781–798, Charles E. Hyde and David Beggs

    Version of Record online : 1 APR 2009, DOI: 10.1111/j.1467-629X.2009.00303.x

  14. Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 577–614, MARTIJN CREMERS, MICHAEL HALLING and DAVID WEINBAUM

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12220

  15. Aggregate Market Reaction to Earnings Announcements

    Journal of Accounting Research

    Volume 48, Issue 2, May 2010, Pages: 289–334, WILLIAM M. CREADY and UMIT G. GURUN

    Version of Record online : 27 JAN 2010, DOI: 10.1111/j.1475-679X.2010.00368.x

  16. The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes

    International Review of Finance

    Volume 14, Issue 2, June 2014, Pages: 161–202, Paskalis Glabadanidis

    Version of Record online : 9 DEC 2013, DOI: 10.1111/irfi.12018

  17. Do Industries Explain Momentum?

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1249–1290, Tobias J. Moskowitz and Mark Grinblatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00146

  18. Catering through Nominal Share Prices

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2559–2590, MALCOLM BAKER, ROBIN GREENWOOD and JEFFREY WURGLER

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01511.x

  19. The Really Long-Run Performance of Initial Public Offerings: The Pre-Nasdaq Evidence

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1355–1392, Paul A. Gompers and Josh Lerner

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00570

  20. Downward-Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 351–378, PAUL SCHULTZ

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01318.x