Performance of long-short idiosyncratic volatility portfolios
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
29
A study of idiosyncratic volatility in mutual fund performance
94
Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?
6
Idiosyncratic volatility and momentum: the performance of Australian equity pension funds
32
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
60
Idiosyncratic volatility, stock market volatility, and expected stock returns
46
Is idiosyncratic volatility priced in commodity futures markets?
31
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
34
Managing Portfolio Volatility & Drawdown Risk with Long/Short Equity
8
Stock Selection System: Building Long/Short Portfolios Using Intraday Patterns
10
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market
19
Forward premium puzzle and firm-Level idiosyncratic volatility
67
Volatility Patterns and Idiosyncratic Risk on the Swedish Stock Market
40
IDIOSYNCRATIC VOLATILITY
63
Aggregate Idiosyncratic Volatility
75
The Determinants of Idiosyncratic Volatility
36
Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach
39
Short Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach
39
Three Essays on Idiosyncratic Volatility
157
Price Momentum and Idiosyncratic Volatility
28