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Average Idiosyncratic Volatility in G7 Countries

https://doi.org/10.1093/rfs/hhn043
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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What points at this work

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Volatility links between US industries
inferred← citeshttps://doi.org/10.1080/10835547.2009.12089835openalex-snapshot
Idiosyncratic Risk and Expected Returns of Equity Real Estate Investment Trusts
inferred← citeshttps://doi.org/10.1080/1226508x.2015.956404openalex-snapshot
Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective
inferred← citeshttps://doi.org/10.1080/13504851.2016.1248279openalex-snapshot
Measuring the under-diversification of socially responsible investments
inferred← citeshttps://doi.org/10.1080/1351847x.2015.1113193openalex-snapshot
Industry cost of equity capital: European evidence for multifactor models
inferred← citeshttps://doi.org/10.1080/1351847x.2025.2573485openalex-snapshot
The global investigation on the effect of press freedom on country-level idiosyncratic volatility
inferred← citeshttps://doi.org/10.1080/14697688.2017.1414515openalex-snapshot
Cross-Sectional Dispersion and Expected Returns
inferred← citeshttps://doi.org/10.1080/1540496x.2018.1468249openalex-snapshot
Abnormal Returns and Idiosyncratic Volatility Puzzle: Evidence from the Chinese Stock Market
inferred← citeshttps://doi.org/10.1093/rfs/hhn056openalex-snapshot
Multiple-Predictor Regressions: Hypothesis Testing
inferred← citeshttps://doi.org/10.1093/rfs/hhs084openalex-snapshot
Does Idiosyncratic Volatility Proxy for Risk Exposure?
inferred← citeshttps://doi.org/10.1093/rfs/hhu054openalex-snapshot
Aggregate Investment and Investor Sentiment
inferred← citeshttps://doi.org/10.1093/rfs/hhv059openalex-snapshot
Editor's Choice … and the Cross-Section of Expected Returns
inferred← citeshttps://doi.org/10.1108/14635781111112774openalex-snapshot
The influence of real estate risk on market volatility
inferred← citeshttps://doi.org/10.1108/h-06-2015-0043openalex-snapshot
On ethnicity of idiosyncratic risk and stock returns puzzle
inferred← citeshttps://doi.org/10.1108/ijhma-03-2022-0039openalex-snapshot
Contemporaneous causality among residential housing prices of ten major Chinese cities
inferred← citeshttps://doi.org/10.1108/ijmf-01-2016-0013openalex-snapshot
The impact of idiosyncratic risk on accrual management
inferred← citeshttps://doi.org/10.1108/jeas-05-2013-0016openalex-snapshot
Mutual benefits of transferring stock risks to dividend policy
inferred← citeshttps://doi.org/10.1108/jerer-03-2013-0003openalex-snapshot
Idiosyncratic risk and the cross-section of European real estate equity returns
inferred← citeshttps://doi.org/10.1108/jes-01-2024-0021openalex-snapshot
Expected cross-sectional stock return idiosyncratic volatility and stock delistings
inferred← citeshttps://doi.org/10.1108/sef-04-2016-0081openalex-snapshot
Equity fund performance
inferred← citeshttps://doi.org/10.1108/srj-09-2025-0893openalex-snapshot
Corporate social responsibility and idiosyncratic volatility: a dynamic approach with environmental, social and governance considerations
inferred← citeshttps://doi.org/10.1111/1540-6229.12128openalex-snapshot
REIT Stock Market Volatility and Expected Returns
inferred← citeshttps://doi.org/10.1111/1911-3838.12250openalex-snapshot
Financial Reporting Quality and Investors' Divergence of Opinion*
inferred← citeshttps://doi.org/10.1111/eufm.12050openalex-snapshot
Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market
inferred← citeshttps://doi.org/10.1111/fima.12019openalex-snapshot
Idiosyncratic Volatility Covariance and Expected Stock Returns
inferred← citeshttps://doi.org/10.1111/fima.12162openalex-snapshot
Market Illiquidity and Conditional Equity Premium
inferred← citeshttps://doi.org/10.1111/irfi.12252openalex-snapshot
Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations*
inferred← citeshttps://doi.org/10.1111/j.1475-679x.2010.00379.xopenalex-snapshot
Predicting Stock Market Returns with Aggregate Discretionary Accruals
inferred← citeshttps://doi.org/10.1111/j.1475-679x.2010.00393.xopenalex-snapshot
Accruals and the Conditional Equity Premium
inferred← citeshttps://doi.org/10.1111/j.1540-6261.2012.01749.xopenalex-snapshot
Why Are U.S. Stocks More Volatile?
inferred← citeshttps://doi.org/10.1111/j.1540-6288.2009.00230.xopenalex-snapshot
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach
inferred← citeshttps://doi.org/10.1111/j.1540-6288.2010.00285.xopenalex-snapshot
Idiosyncratic Risk in Emerging Markets
inferred← citeshttps://doi.org/10.1111/j.1755-053x.2011.01143.xopenalex-snapshot
Deregulation and Risk
inferred← citeshttps://doi.org/10.1111/j.1911-3846.2012.01158.xopenalex-snapshot
Does Disclosure Regulation Work? Evidence from International IPO Markets*
inferred← citeshttps://doi.org/10.1111/jfir.12046openalex-snapshot
INTERNATIONAL STOCK MARKET COMOVEMENT AND NEWS
inferred← citeshttps://doi.org/10.1111/jfir.12165openalex-snapshot
FACTOR CROWDING AND LIQUIDITY EXHAUSTION
inferred← citeshttps://doi.org/10.1111/jmcb.12018openalex-snapshot
Time‐Varying Risk–Return Trade‐off in the Stock Market
inferred← citeshttps://doi.org/10.1111/jmcb.12823openalex-snapshot
What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
inferred← citeshttps://doi.org/10.1111/jmcb.12910openalex-snapshot
Conditional Equity Premium and Aggregate Corporate Investment
inferred← citeshttps://doi.org/10.11113/intrest.v17n1.294openalex-snapshot
Dynamic Relationships among Composite Property Prices of Major Chinese Cities: Contemporaneous Causality through Vector Error Corrections and Directed Acyclic Graphs
inferred← citeshttps://doi.org/10.1146/annurev-financial-110112-120936openalex-snapshot
R 2 and the Economy
inferred← citeshttps://doi.org/10.1155/2014/721635openalex-snapshot
Realized Jump Risk and Equity Return in China
inferred← citeshttps://doi.org/10.11606/t.12.2014.tde-20012015-115005openalex-snapshot
Risco idiossincrático e concentração de propriedade: evidências do mercado de capitais do Brasil
inferred← citeshttps://doi.org/10.1162/rest.88.2.374openalex-snapshot
Diverging Trends in Aggregate and Firm Volatility
inferred← citeshttps://doi.org/10.1177/03019233241249361openalex-snapshot
Contemporaneous causality among price indices of ten major steel products
inferred← citeshttps://doi.org/10.1177/0312896217717573openalex-snapshot
Social capital and idiosyncratic return volatility
inferred← citeshttps://doi.org/10.1257/0002828043052240openalex-snapshot
Bad Beta, Good Beta
inferred← citeshttps://doi.org/10.1287/mnsc.2014.2129openalex-snapshot
Volatility Risks and Growth Options
inferred← citeshttps://doi.org/10.1287/mnsc.2016.2552openalex-snapshot
Short- and Long-Run Business Conditions and Expected Returns
inferred← citeshttps://doi.org/10.1287/mnsc.2020.3884openalex-snapshot
The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns
inferred← citeshttps://doi.org/10.1287/mnsc.2022.01398openalex-snapshot
The International Commonality of Idiosyncratic Variances
inferred← citeshttps://doi.org/10.1287/mnsc.2023.4889openalex-snapshot
Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
inferred← citeshttps://doi.org/10.1371/journal.pone.0188517openalex-snapshot
Range-based volatility, expected stock returns, and the low volatility anomaly
inferred← citeshttps://doi.org/10.14457/cu.the.2015.99openalex-snapshot
Effect of free float on stock performance with divergence of opinion hypothesis
inferred← citeshttps://doi.org/10.14458/utcc.the.2012.14openalex-snapshot
Idiosyncratic Risk and Asset Returns
inferred← citeshttps://doi.org/10.1509/jmkg.73.6.184openalex-snapshot
Customer Satisfaction and Stock Returns Risk
inferred← citeshttps://doi.org/10.15604/ejbm.2015.03.03.002openalex-snapshot
Does Idiosyncratic Risk Matter? Evidence from the Japanese Stock Market
inferred← citeshttps://doi.org/10.18178/ijtef.2016.7.6.528openalex-snapshot
Idiosyncratic Risk and the Cross-Section of European Insurance Equity Returns
inferred← citeshttps://doi.org/10.20955/wp.2006.036openalex-snapshot
The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries
inferred← citeshttps://doi.org/10.20955/wp.2006.047openalex-snapshot
Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market
inferred← citeshttps://doi.org/10.2139/ssrn.1108216openalex-snapshot
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
inferred← citeshttps://doi.org/10.2139/ssrn.1466397openalex-snapshot
Does Disclosure Regulation Work? Evidence from International IPO Markets
inferred← citeshttps://doi.org/10.2139/ssrn.1660941openalex-snapshot
Idiosyncratic and Market Volatility: An Emerging Market Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.1769207openalex-snapshot
Why are U.S. Stocks More Volatile?
inferred← citeshttps://doi.org/10.2139/ssrn.1972556openalex-snapshot
Aggregate Investment and its Consequences
inferred← citeshttps://doi.org/10.2139/ssrn.2007181openalex-snapshot
Idiosyncratic Risk and the Cross-Section of European Real Estate Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2022542openalex-snapshot
Distribution Effect and Idiosyncratic Volatility Discount
inferred← citeshttps://doi.org/10.2139/ssrn.2023883openalex-snapshot
Dissecting the Idiosyncratic Volatility Anomaly
inferred← citeshttps://doi.org/10.2139/ssrn.2195336openalex-snapshot
Aggregate Investment and Investor Sentiment
inferred← citeshttps://doi.org/10.2139/ssrn.2217622openalex-snapshot
Market Volatility Risk and Stock Returns around the World: Implications for Multinational Corporations
inferred← citeshttps://doi.org/10.2139/ssrn.2637993openalex-snapshot
Aggregate Distress Risk and Equity Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2664562openalex-snapshot
Bond Yield Volatility Innovation and Equity Risk Premium
inferred← citeshttps://doi.org/10.2139/ssrn.4859312openalex-snapshot
Implied Asset Volatility and Stock Misvaluation: A Mertonian Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.4997816openalex-snapshot
The Crash-Dividend Nexus
inferred← citeshttps://doi.org/10.2139/ssrn.5458363openalex-snapshot
Measuring Stock-level Misvaluation as Implied Asset Volatility: A Mertonian Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.5475246openalex-snapshot
Beyond Words: Fed Chairs' Voice Sentiments and US Bank Stock Price Crash Risk
inferred← citeshttps://doi.org/10.2139/ssrn.5529611openalex-snapshot
Cyclicality in the Prices of Risk What More Can We Learn from Explainable AI?1
inferred← citeshttps://doi.org/10.2139/ssrn.5540440openalex-snapshot
Stock Price Risk and the Cross-Section of Stock Returns in London's AIM and Main Markets: A Comparative Study
inferred← citeshttps://doi.org/10.2139/ssrn.5540478openalex-snapshot
Firm Financial Risk and Stock-Returns: What Matters Most? Fresh Evidence from the UK
inferred← citeshttps://doi.org/10.2139/ssrn.6692518openalex-snapshot
Corporate Payout Policy and Bad-News Hoarding
inferred← citeshttps://doi.org/10.2139/ssrn.7075301openalex-snapshot
Corporate Payout Policy and Bad-News Hoarding
inferred← citeshttps://doi.org/10.2139/ssrn.733906openalex-snapshot
Equity Returns and Idiosyncratic Volatility: UK Evidence
inferred← citeshttps://doi.org/10.2139/ssrn.898475openalex-snapshot
Idiosyncratic Risk in Greece: Properties and Portfolio Implications
inferred← citeshttps://doi.org/10.21511/imfi.18(4).2021.17openalex-snapshot
Idiosyncratic volatility, investor sentiment, and returns of the GCC stock markets
inferred← citeshttps://doi.org/10.26182/4m0r-ks86openalex-snapshot
Three Essays on Corporate Informativeness: New Evidence from Internal and External Mechanisms
inferred← citeshttps://doi.org/10.26466/opus.480916openalex-snapshot
Kendine Özgü Riskler Üzerine Bir Literatür Derlemesi
inferred← citeshttps://doi.org/10.2753/ree1540-496x4805s305openalex-snapshot
Types of Shares and Idiosyncratic Risk
inferred← citeshttps://doi.org/10.3233/rda-170127openalex-snapshot
The idiosyncratic volatility puzzle and mergers and acquisitions activity
inferred← citeshttps://doi.org/10.3386/w14931openalex-snapshot
Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
inferred← citeshttps://doi.org/10.3386/w16058openalex-snapshot
Aggregate Idiosyncratic Volatility
inferred← citeshttps://doi.org/10.3386/w19017openalex-snapshot
R-squared and the Economy
inferred← citeshttps://doi.org/10.3386/w20592openalex-snapshot
. . . and the Cross-Section of Expected Returns
inferred← citeshttps://doi.org/10.3390/jrfm13050098openalex-snapshot
Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role?
inferred← citeshttps://doi.org/10.35527/kfedoi.2015.14.3.001openalex-snapshot
An Investigation of Idiosyncratic Volatility and Skewness Effect on Stock Return in KRX
inferred← citeshttps://doi.org/10.35527/kfedoi.2018.17.4.001openalex-snapshot
Decomposition and Evaluation on the Determinants of the Idiosyncratic Volatility Puzzle in Korea Stock Market
inferred← citeshttps://doi.org/10.35944/jofrp.2021.10.1.001openalex-snapshot
Does Investors’ Divergence of Opinion Affect Stock Mispricing?
inferred← citeshttps://doi.org/10.36923/ijsser.v4i4.149openalex-snapshot
The Effect of Commodity Prices and Exchange Rate on the Stock Return of Agriculture and Animal Feed Companies in Indonesia
inferred← citeshttps://doi.org/10.3917/fina.302.0031openalex-snapshot
Idiosyncratic Volatility Change and Event Study Tests
inferred← citeshttps://doi.org/10.4236/jmf.2012.23028openalex-snapshot
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach
inferred← citeshttps://doi.org/10.51341/cgg.v26i1.2992openalex-snapshot
Volatilidade e Alavancagem: uma Análise das Empresas da América Latina
inferred← citeshttps://doi.org/10.5445/ir/1000023291openalex-snapshot
Financial Markets and Public Information
inferred← citeshttps://doi.org/10.70675/fbc7bff2zbccaz4b42zae71z64dd46ec3a86openalex-snapshot
Les déterminants de la volatilité des actions : un essai d'explication par la théorie de l'asymétrie d'information
inferred← citeshttps://doi.org/10.7819/rbgn.v23i4.4131openalex-snapshot
Divergence of Opinion and Idiosyncratic Volatility
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.