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A Tale of Two Risks: The Role of Time in the Decomposition of Total Risk into Systematic and Idiosyncratic risks
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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Just How Much Do Individual Investors Lose by Trading?
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Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
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Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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Modeling and Forecasting Realized Volatility
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The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
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CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
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ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY
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Estimating the Volatility of Discrete Stock Prices
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Foundations of Portfolio Theory
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Measuring the Information Content of Stock Trades
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On Persistence in Mutual Fund Performance
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The Cross‐Section of Volatility and Expected Returns
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In Search of Attention
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Investment, Idiosyncratic Risk, and Ownership
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Glued to the TV: Distracted Noise Traders and Stock Market Liquidity
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The Wisdom of the Robinhood Crowd
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Attention‐Induced Trading and Returns: Evidence from Robinhood Users
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The Noise Trader Approach to Finance
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The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns
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Asset Pricing with Idiosyncratic Risk and Overlapping Generations
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Modeling and Forecasting Realized Volatility
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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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Smart Money, Noise Trading and Stock Price Behaviour
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High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
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Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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Informed Trading through the Accounts of Children
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Retail Trading in Options and the Rise of the Big Three Wholesalers
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