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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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inferred← citeshttps://doi.org/10.1016/j.ememar.2023.101010openalex-snapshot
Leverage Made at Home: Investors' Margin Loan Usage and Firm Leverage
inferred← citeshttps://doi.org/10.1016/j.finmar.2010.10.001openalex-snapshot
Stock price synchronicity and public firm-specificinformation
inferred← citeshttps://doi.org/10.1016/j.finmar.2011.11.001openalex-snapshot
Primary market characteristics and secondary market frictions of stocks
inferred← citeshttps://doi.org/10.1016/j.finmar.2023.100849openalex-snapshot
Retail trading and analyst coverage
inferred← citeshttps://doi.org/10.1016/j.frl.2023.104189openalex-snapshot
Stock bubbles under sudden public crises: A perspective from the excessive financialization of firms
inferred← citeshttps://doi.org/10.1016/j.gfj.2023.100865openalex-snapshot
Information acquisition and market liquidity: Evidence from EDGAR search activity
inferred← citeshttps://doi.org/10.1016/j.intacc.2016.10.002openalex-snapshot
Management Forecasts, Idiosyncratic Risk, and the Information Environment
inferred← citeshttps://doi.org/10.1016/j.intfin.2013.03.001openalex-snapshot
The information content of stock markets around the world: A cultural explanation
inferred← citeshttps://doi.org/10.1016/j.intfin.2013.07.006openalex-snapshot
Do firm characteristics matter for the dynamics of idiosyncratic risk?
inferred← citeshttps://doi.org/10.1016/j.intfin.2013.09.002openalex-snapshot
Does idiosyncratic volatility matter in emerging markets? Evidence from China
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.06.002openalex-snapshot
Capital gains and trading
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.08.003openalex-snapshot
Trade classification accuracy for the BIST
inferred← citeshttps://doi.org/10.1016/j.iref.2011.07.004openalex-snapshot
Asset pricing with idiosyncratic risk: The Spanish case
inferred← citeshttps://doi.org/10.1016/j.iref.2012.04.002openalex-snapshot
Volatility risk premium decomposition of LIFFE equity options
inferred← citeshttps://doi.org/10.1016/j.iref.2015.02.029openalex-snapshot
The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis
inferred← citeshttps://doi.org/10.1016/j.iref.2019.07.006openalex-snapshot
Volatility information trading in the index options market: An intraday analysis
inferred← citeshttps://doi.org/10.1016/j.iref.2022.01.007openalex-snapshot
Stock dividend and analyst optimistic bias in earnings forecast
inferred← citeshttps://doi.org/10.1016/j.irfa.2014.03.006openalex-snapshot
Investor attention and information diffusion from analyst coverage
inferred← citeshttps://doi.org/10.1016/j.irfa.2015.06.001openalex-snapshot
Earnings forecasts and idiosyncratic volatilities
inferred← citeshttps://doi.org/10.1016/j.irfa.2016.06.002openalex-snapshot
Is idiosyncratic volatility priced in commodity futures markets?
inferred← citeshttps://doi.org/10.1016/j.irfa.2018.01.001openalex-snapshot
Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500
inferred← citeshttps://doi.org/10.1016/j.irfa.2019.101372openalex-snapshot
Risk appetite, idiosyncratic volatility and expected returns
inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102256openalex-snapshot
Opening price manipulation and its value influences
inferred← citeshttps://doi.org/10.1016/j.irfa.2024.103431openalex-snapshot
Retail traders and co-movement: Evidence from Robinhood trading activity
inferred← citeshttps://doi.org/10.1016/j.jacceco.2010.06.001openalex-snapshot
Financial reporting quality and idiosyncratic return volatility
inferred← citeshttps://doi.org/10.1016/j.jacceco.2019.101244openalex-snapshot
Increased market response to earnings announcements in the 21st century: An Empirical Investigation
inferred← citeshttps://doi.org/10.1016/j.jacceco.2022.101575openalex-snapshot
Explaining accruals quality over time
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2010.11.001openalex-snapshot
Comparing different explanations of the volatility trend
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2011.11.021openalex-snapshot
On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.01.021openalex-snapshot
Changes in cash holdings around the S&P 500 additions
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.02.034openalex-snapshot
Impact of Idiosyncratic Volatility on Stock Returns: A Cross-Sectional Study
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2014.12.019openalex-snapshot
(How) has the market become more efficient?
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