Reference health
Is There a Positive Risk Premium for Idiosyncratic Risk?
75/75 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
13 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 75 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jfineco.2007.12.005
High idiosyncratic volatility and low returns: International and further U.S. evidence
resolves10.1016/j.jfineco.2010.08.014
Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1016/j.finmar.2009.01.004
Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)
resolves10.1287/mnsc.2020.3803
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
resolves10.1016/j.jbankfin.2016.08.004
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
resolves10.1016/j.finmar.2009.10.003
Financial distress and idiosyncratic volatility: An empirical investigation
resolves10.1287/mnsc.2020.3593
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation
resolves10.1198/016214501753382273
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
resolves10.1016/j.jfineco.2008.02.003
Idiosyncratic risk and the cross-section of expected stock returns
resolves10.1017/S0022109014000027
On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns
resolves10.1093/rof/rfae027
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
resolves10.1017/S0022109015000605
Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World
resolves10.1093/rfs/hhq140
Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
resolves10.1016/j.jfineco.2015.09.010
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
resolves10.1093/rfs/hhn039
Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1287/mnsc.2020.3884
The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns
resolves10.1111/j.1540-6261.1987.tb04565.x
A Simple Model of Capital Market Equilibrium with Incomplete Information
resolves10.1016/j.jfineco.2004.08.008
Short sales, institutional investors and the cross-section of stock returns
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1017/S002210901200018X
Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion
resolves10.1111/j.1540-6261.2007.01228.x
Corporate Governance, Idiosyncratic Risk, and Information Flow
resolves10.1111/j.1540-6261.2004.00688.x
Forecast Dispersion and the Cross Section of Expected Returns
resolves10.1016/j.jbankfin.2010.11.002
Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
resolves10.1016/j.jempfin.2016.11.006
Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
resolves10.1016/j.irfa.2018.01.001
Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500
resolves10.1016/j.jacceco.2010.06.001
Financial reporting quality and idiosyncratic return volatility
The 13 references without a DOI — listed, not checked
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedIdiosyncratic volatility and the ICAPM covariance risk
no DOI — not checkedMispricing and anomalies: An exogenous shock to short selling from JGTRRA
no DOI — not checkedThe causal impact of short-sale constraints on the idiosyncratic volatility puzzle
no DOI — not checkedAgency costs of free cash flow, corporate finance, and takeovers
no DOI — not checkedref58
no DOI — not checkedOn the pricing of corporate debt: The risk structure of interest rates
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
no DOI — not checkedref79
no DOI — not checkedref82
no DOI — not checkedref91
no DOI — not checkedref107
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