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There are 7895 results for: content related to: Idiosyncratic Risk in Emerging Markets

  1. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  2. High Idiosyncratic Volatility and Low Returns: A Prospect Theory Explanation

    Financial Management

    Volume 44, Issue 2, Summer 2015, Pages: 295–322, Ajay Bhootra and Jungshik Hur

    Version of Record online : 25 NOV 2014, DOI: 10.1111/fima.12057

  3. Does Idiosyncratic Risk Matter for Individual Securities?

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 555–590, Nadia Vozlyublennaia

    Version of Record online : 4 APR 2012, DOI: 10.1111/j.1755-053X.2012.01193.x

  4. Corporate Governance, Idiosyncratic Risk, and Information Flow

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 951–989, MIGUEL A. FERREIRA and PAUL A. LAUX

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01228.x

  5. DOES IDIOSYNCRATIC BUSINESS RISK MATTER FOR GROWTH?

    Journal of the European Economic Association

    Volume 11, Issue 2, April 2013, Pages: 343–368, Claudio Michelacci and Fabiano Schivardi

    Version of Record online : 12 APR 2013, DOI: 10.1111/jeea.12007

  6. The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets

    Journal of Futures Markets

    Volume 28, Issue 11, November 2008, Pages: 1013–1039, Dean Diavatopoulos, James S. Doran and David R. Peterson

    Version of Record online : 9 SEP 2008, DOI: 10.1002/fut.20327

  7. Investment, Idiosyncratic Risk, and Ownership

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 1113–1148, VASIA PANOUSI and DIMITRIS PAPANIKOLAOU

    Version of Record online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01743.x

  8. 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

  9. Expected Idiosyncratic Volatility Measures and Expected Returns

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 519–553, Jason D. Fink, Kristin E. Fink and Hui He

    Version of Record online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  10. Why Are U.S. Stocks More Volatile?

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1329–1370, SÖHNKE M. BARTRAM, GREGORY BROWN and RENÉ M. STULZ

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01749.x

  11. Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information

    German Economic Review

    Volume 11, Issue 3, August 2010, Pages: 302–335, Sebastian Dickgiesser and Christoph Kaserer

    Version of Record online : 27 JUL 2009, DOI: 10.1111/j.1468-0475.2009.00476.x

  12. Asymmetric asset price reaction to news and arbitrage risk

    Review of Behavioral Finance

    Volume 1, Issue 1-2, September 2009, Pages: 23–43, John A. Doukas and Meng Li

    Version of Record online : 22 JUL 2009, DOI: 10.1002/rbf.2

  13. The Moderating Effect of Relative Performance Evaluation on the Risk Incentive Properties of Executives’ Equity Portfolios

    Journal of Accounting Research

    Volume 53, Issue 5, December 2015, Pages: 1055–1108, HYUNGSHIN PARK and DIMITRIS VRETTOS

    Version of Record online : 26 OCT 2015, DOI: 10.1111/1475-679X.12092

  14. FUNDING STATUS OF DEFINED BENEFIT PENSION PLANS AND IDIOSYNCRATIC RETURN VOLATILITY

    Journal of Financial Research

    Volume 38, Issue 1, Spring 2015, Pages: 35–57, Yangyang Chen

    Version of Record online : 23 MAR 2015, DOI: 10.1111/jfir.12049

  15. A HOLISTIC APPROACH TO THE PREDICTIVE POWER OF EXPECTED VOLATILITY

    Journal of Financial Research

    Volume 38, Issue 4, Winter 2015, Pages: 417–459, Gherben van der Holst and Remco C. J. Zwinkels

    Version of Record online : 14 DEC 2015, DOI: 10.1111/jfir.12084

  16. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  17. Can Asset Pricing Models Price Idiosyncratic Risk in U.K. Stock Returns?

    Financial Review

    Volume 42, Issue 4, November 2007, Pages: 507–535, Jonathan Fletcher

    Version of Record online : 16 NOV 2007, DOI: 10.1111/j.1540-6288.2007.00181.x

  18. Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective

    Financial Review

    Volume 44, Issue 2, May 2009, Pages: 213–237, Darren D. Lee and Robert W. Faff

    Version of Record online : 21 APR 2009, DOI: 10.1111/j.1540-6288.2009.00216.x

  19. Idiosyncratic Risk, Investor Base, and Returns

    Financial Management

    Volume 44, Issue 2, Summer 2015, Pages: 267–293, Doina C. Chichernea, Michael F. Ferguson and Haimanot Kassa

    Version of Record online : 29 MAR 2015, DOI: 10.1111/fima.12067

  20. Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon

    European Financial Management

    Volume 21, Issue 4, September 2015, Pages: 613–645, Doina C. Chichernea, Alex Petkevich and Blerina Bela Zykaj

    Version of Record online : 9 SEP 2013, DOI: 10.1111/j.1468-036X.2013.12033.x