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 330 Downloads 1,234 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 5,223 Downloads 6,570 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 1,036 Downloads 2,157 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 1,233 Downloads 3,500 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 3,616 Downloads 5,595 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 132 Downloads 400 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 4,928 Downloads 6,547 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 900 Downloads 1,932 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 3,640 Downloads 4,449 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 546 Downloads 1,548 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 1,621 Downloads 5,501 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 191 Downloads 1,020 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 4,953 Downloads 6,578 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 3,441 Downloads 4,251 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 992 Downloads 1,675 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 6,747 Downloads 8,640 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 1,282 Downloads 3,166 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 1,574 Downloads 5,330 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 3,550 Downloads 5,136 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3，August 28, 2015

DOI: 10.4236/jmf.2015.53026 5,848 Downloads 7,010 Views Citations

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies