Search Results

There are 46659 results for: content related to: The Dynamic Relation Between Returns and Idiosyncratic Volatility

  1. The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 593–618, Xiaoquan Jiang and Bong-Soo Lee

    Version of Record online : 16 JUL 2014, DOI: 10.1111/fire.12043

  2. EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS-SECTION OF STOCK RETURNS

    Journal of Financial Research

    Volume 33, Issue 2, Summer 2010, Pages: 103–123, Choong Tze Chua, Jeremy Goh and Zhe Zhang

    Version of Record online : 14 JUN 2010, DOI: 10.1111/j.1475-6803.2010.01264.x

  3. 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

  4. Idiosyncratic Risk in Emerging Markets

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1053–1078, Timotheos Angelidis

    Version of Record online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00285.x

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. Corporate Bond Returns and Volatility

    Financial Review

    Volume 43, Issue 1, February 2008, Pages: 1–26, Nianyun Cai and Xiaoquan Jiang

    Version of Record online : 25 JAN 2008, DOI: 10.1111/j.1540-6288.2007.00184.x

  11. Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility

    Abacus

    Volume 49, Issue 4, December 2013, Pages: 441–475, Yaowen Shan, Stephen Taylor and Terry Walter

    Version of Record online : 17 DEC 2013, DOI: 10.1111/abac.12015

  12. 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

  13. 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

  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. 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

  16. Effects of Passive Intensity on Aggregate Price Dynamics

    Financial Review

    Volume 50, Issue 3, August 2015, Pages: 363–391, Sina Ehsani and Donald Lien

    Version of Record online : 16 JUL 2015, DOI: 10.1111/fire.12071

  17. You have free access to this content
    The Cross-Section of Volatility and Expected Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 259–299, ANDREW ANG, ROBERT J. HODRICK, YUHANG XING and XIAOYAN ZHANG

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00836.x

  18. 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

  19. Unique Symptoms of Japanese Stagnation: An Equity Market Perspective

    Journal of Money, Credit and Banking

    Volume 39, Issue 4, June 2007, Pages: 901–923, YASUSHI HAMAO, JIANPING MEI and YEXIAO XU

    Version of Record online : 8 JUN 2007, DOI: 10.1111/j.1538-4616.2007.00050.x

  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