Idiosyncratic volatility signal and benchmark model
Aggregate Idiosyncratic Volatility
75
The Determinants of Idiosyncratic Volatility
36
Price Momentum and Idiosyncratic Volatility
28
Aggregate idiosyncratic volatility in G7 countries
62
R&D Investments and Idiosyncratic Volatility
12
Skewness, idiosyncratic volatility and expected returns
75
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
60
Idiosyncratic Volatility: Evidence from Asia
17
Idiosyncratic volatility, stock market volatility, and expected stock returns
46
Idiosyncratic volatility, Australian stock returns and economy conditions: role of idiosyncratic volatility in asset pricing for Australian stock markets
39
Is idiosyncratic volatility priced in commodity futures markets?
31
Idiosyncratic Volatility Matter? New Zealand Evidence
32
Implied idiosyncratic volatility and stock return predictability
17
Incomplete information and the idiosyncratic foundations of aggregate volatility
233
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
29
A study of idiosyncratic volatility in mutual fund performance
94
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
34
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market
19
The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
46
Forward premium puzzle and firm-Level idiosyncratic volatility
67