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2. Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation. (2025). Ülkü, Numan ; Ali, Fahad ; Khurram, Muhammad Usman.
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3. International information flow and market quality. (2025). Zhang, Jiang.
   In: Journal of Banking & Finance.
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4. Noise trader clusters and market efficiency. (2025). Pantzalis, Christos ; Park, Jung Chul ; Wang, Pinshuo.
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5. Energy-Related Uncertainty and Idiosyncratic Return Volatility: Implications for Sustainable Investment Strategies in Chinese Firms. (2024). Kong, Yusheng ; Naz, Salma ; Ali, Hyder ; Siddiqui, Faiza.
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7. Firm-level political risk and stock price crashes. (2024). Pyrgiotakis, Emmanouil G ; Makrychoriti, Panagiota.
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12. Do corporate site visits impact idiosyncratic volatility? Evidence from China. (2023). Lu, Jing ; Zhao, Yuyang ; Cai, Wenwu.
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17. Factors explaining capital market reactions during corporate, sovereign, and pandemic events. (2022). He, Jianan.
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18. The way digitalization is impacting international financial markets: Stock price synchronicity. (2022). Moeini, Mahdi M ; Shi, Lei ; Darougar, Layla ; Chen, Chen.
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19. The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator. (2022). ausloos, marcel ; Vinte, Claudiu.
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20. Cross‐shareholding networks and stock price synchronicity: Evidence from China. (2021). Yuan, Yujie ; Zhou, Weixing ; Wen, Fenghua.
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21. Financial Reporting Quality and Investors Divergence of Opinion†. (2021). Silva, Diogo ; Cerqueira, Antonio.
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22. Idiosyncratic volatility, option-based measures of informed trading, and investor attention. (2021). Schneider, Judith C ; Mohrschladt, Hannes.
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23. Time-Varying Risk and the Relation between Idiosyncratic Risk and Stock Return. (2021). Fu, Chengbo.
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24. Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market. (2021). Zhu, Yifeng ; Gui, Pingshu.
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25. Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert.
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26. Information transmission between large shareholders and stock volatility. (2021). Zhang, Yongjie ; Wang, Lidan ; Li, Jie.
    In: The North American Journal of Economics and Finance.
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27. Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. (2020). Sivarajah, Uthayasankar ; Despoudi, Stella ; Bozhkov, Stanislav ; Nandy, Monomita ; Lee, Habin.
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28. Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Hoang, Lai ; Shim, Jungwook ; Nguyen, Cuong.
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29. WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). Zaynutdinova, Gulnara ; DeLisle, Jared ; Yuksel, Zafer H.
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30. Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis. (2019). Park, Yuen Jung ; Kim, Jungmu.
    In: Sustainability.
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31. Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong.
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32. Herd behavior and idiosyncratic volatility in a frontier market. (2019). Vo, Xuan Vinh ; Phan, Dang Bao Anh ; Anh, Dang Bao.
    In: Pacific-Basin Finance Journal.
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33. Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno.
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34. Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua.
    In: Papers.
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35. MISPRICING AND RISK TAKING IN THE INDONESIAN STOCK MARKET. (2018). Husodo, Zaafri A ; Silitonga, Theresia ; Luxianto, Rizky ; Hafidz, Januar ; Firindra, Inna ; Muhajir, Harris M ; Prasetyo, Budi M.
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