Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Chang, Eric C.
and
Luo, Yan
2008.
Investor Overconfidence and the Increase in Idiosyncratic Risk.
SSRN Electronic Journal,
Zhang, Xiaoyan
Ang, Andrew
Hodrick, Robert J.
and
Xing, Yuhang
2008.
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.
SSRN Electronic Journal,
Hugonnier, Julien N.
and
Berrada, Tony
2009.
Incomplete Information, Idiosyncratic Volatility and Stock Returns.
SSRN Electronic Journal,
Huang, Wei
Liu, Qianqiu
Rhee, S. Ghon
and
Zhang, Liang
2009.
Another Look at Idiosyncratic Volatility and Expected Returns.
SSRN Electronic Journal,
Beneda, Nancy
and
Zhang, Yilei
2009.
Heterogeneous relationship between IPO return and risk across idiosyncratic variance characteristics.
The Quarterly Review of Economics and Finance,
Vol. 49,
Issue. 4,
p.
1298.
Boyer, Brian H.
Mitton, Todd
and
Vorkink, Keith
2009.
Expected Idiosyncratic Skewness.
SSRN Electronic Journal,
Kee, Koon Boon
and
Chen, Qihui
2010.
Stock Return Synchronicity and Technical Trading Rules.
SSRN Electronic Journal,
Chen, Jane
Kim, Kenneth A.
Yao, Tong
and
Yu, Tong
2010.
On the Predictability of Chinese Stock Returns.
SSRN Electronic Journal,
Guo, Hui
and
Savickas, Robert
2010.
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns.
Journal of Banking & Finance,
Vol. 34,
Issue. 7,
p.
1637.
Koch, Stefan
2010.
Low Risk and High Returns: Evidence from the German Stock Market.
SSRN Electronic Journal,
Chen, Xuanjuan
Kim, Kenneth A.
Yao, Tong
and
Yu, Tong
2010.
On the predictability of Chinese stock returns.
Pacific-Basin Finance Journal,
Vol. 18,
Issue. 4,
p.
403.
Knill, April M.
Lee, Bong-Soo
and
Mauck, Nathan
2010.
Is Sovereign Wealth Fund Investment Destabilizing?.
SSRN Electronic Journal,
Boyer, Brian
Mitton, Todd
and
Vorkink, Keith
2010.
Expected Idiosyncratic Skewness.
Review of Financial Studies,
Vol. 23,
Issue. 1,
p.
169.
Guo, Hui
and
Savickas, Robert
2010.
Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns.
SSRN Electronic Journal,
Hoque, Monzural
and
Sabbaghi, Omid
2011.
The behavior of green exchange‐traded funds.
Managerial Finance,
Vol. 37,
Issue. 5,
p.
426.
Gao, Feng
Song, Fengming
and
Zhang, Xiang
2011.
The Unique Role of Cash Dividends: Evidence from the Volatility of Stock Returns.
SSRN Electronic Journal,
Zhang, Andrew (Jianzhong)
and
Jiang, George J.
2011.
The Shrinking Space for Anomalies.
SSRN Electronic Journal,
Peterson, David R.
and
Smedema, Adam R.
2011.
The return impact of realized and expected idiosyncratic volatility.
Journal of Banking & Finance,
Vol. 35,
Issue. 10,
p.
2547.
Keskek, Sami
Rees, Lynn L.
and
Thomas, Wayne B.
2011.
Earnings Announcements, Short Sale Constraints, and Management Guidance.
SSRN Electronic Journal,
Guo, Hui
Kassa, Haim
and
Ferguson, Michael F.
2011.
On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns.
SSRN Electronic Journal,