Idiosyncratic Volatility Puzzle - Articles - Scientific Research Publishing

The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly (Articles)

Xindong Zhang, Jianying Li, Xiaoli Wang, Xiaoxin Hu

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112017 446 Downloads 1,763 Views Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4, November 25, 2015

DOI: 10.4236/jmf.2015.54034 5,427 Downloads 7,196 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81005 1,196 Downloads 2,722 Views Citations
This article belongs to the Special Issue on Financial Economics
Board Gender Diversity, Earnings Quality and Stock Price Informativeness (Articles)

Yue Gao

American Journal of Industrial and Business Management Vol.8 No.2, February 14, 2018

DOI: 10.4236/ajibm.2018.82018 1,381 Downloads 4,014 Views Citations
ESG Performance as a Buffer against Market Volatility: Quantitative Evidence from Global Equity Markets (Articles)

Shankar Subramanian Iyer, Brinitha Raji

Voice of the Publisher Vol.12 No.2, June 23, 2026

DOI: 10.4236/vp.2026.122022 14 Downloads 115 Views Citations
The Ambivalent Role of Idiosyncratic Risk in Asymmetric Tournaments (Articles)

Kerstin Pull, Hendrik Bäker, Agnes Bäker

Theoretical Economics Letters Vol.3 No.3A, June 18, 2013

DOI: 10.4236/tel.2013.33A004 3,780 Downloads 6,024 Views Citations
This article belongs to the Special Issue on Business Economics
Comparative Consequence of Puzzle Cooperative Learning Tactic and Lecture Instructional Tactic on Learners’ Mathematics Recall in Schools in Delta State Nigeria (Articles)

Omoroh Peace, Osawaru Patrick Ajaja, Emperor Kpangban

Creative Education Vol.15 No.2, February 22, 2024

DOI: 10.4236/ce.2024.152012 257 Downloads 792 Views Citations
Income Smoothing, Idiosyncratic Risk & CEO Turnover (Articles)

Xingguo Zhang

Journal of Mathematical Finance Vol.6 No.1, February 5, 2016

DOI: 10.4236/jmf.2016.61001 5,062 Downloads 6,967 Views Citations
Utilising Grasia to Increase Pupils’ Motivation and Participation in Grammar Lesson (Articles)

Qadariah Binti Jalok, Siti Nur’Azmina Binti Ahmad Zainal Abidin, Siti Nor Azzila Binti Amit, Melor Md Yunus

Creative Education Vol.10 No.1, January 22, 2019

DOI: 10.4236/ce.2019.101009 1,040 Downloads 2,433 Views Citations
Systemic Risk, Idiosyncratic Risk and Mutual Fund Flows (Articles)

Zhiping Jiang, Yixiang Tian, Huangang Zheng

Open Journal of Social Sciences Vol.3 No.3, March 18, 2015

DOI: 10.4236/jss.2015.33003 3,828 Downloads 4,966 Views Citations
The Effect of Colleagues’ I-Deals on Performance: Based on the Social Learning Theory (Articles)

Zheng Ren

Open Journal of Social Sciences Vol.7 No.12, December 26, 2019

DOI: 10.4236/jss.2019.712025 680 Downloads 2,101 Views Citations
This article belongs to the Special Issue on Public Management
Review of Idiosyncratic Deals in Organization: From the Dual Perspective of “i-Dealers” and “Co-Workers” (Articles)

Xuhui Yang

American Journal of Industrial and Business Management Vol.10 No.3, March 20, 2020

DOI: 10.4236/ajibm.2020.103043 1,851 Downloads 6,534 Views Citations
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model (Articles)

Federico Beltrame, Gianni Zorzi

Theoretical Economics Letters Vol.12 No.5, September 9, 2022

DOI: 10.4236/tel.2022.125065 325 Downloads 1,641 Views Citations
Manager Characteristics and the Choice of Firm “Low Leverage”: Evidence from China (Articles)

Yiping Chen, Xindong Zhang, Zhe Liu

American Journal of Industrial and Business Management Vol.4 No.10, October 21, 2014

DOI: 10.4236/ajibm.2014.410062 5,166 Downloads 7,229 Views Citations
Simple Calculus of Resolving the Fiscal Policy Puzzle: The Role of Human Capital (Articles)

Kazuki Hiraga

Theoretical Economics Letters Vol.4 No.9, November 21, 2014

DOI: 10.4236/tel.2014.49093 3,586 Downloads 4,679 Views Citations
Is There a Productivity Puzzle in the OECD Economies?¹ Or Why Has Economic Recovery Since the Great Financial Crisis Not Produced Increased Inflation? (Articles)

Andrew Hughes Hallett

American Journal of Industrial and Business Management Vol.8 No.8, August 22, 2018

DOI: 10.4236/ajibm.2018.88121 1,173 Downloads 2,134 Views Citations
This article belongs to the Special Issue on Productivity Analysis
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,944 Downloads 9,349 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,871 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,774 Downloads 6,351 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,717 Downloads 5,768 Views Citations

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