1. Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. (2024). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Ahmad, Tanveer.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04568-9.

   Full description at Econpapers || Download paper

2. Diversification and idiosyncratic volatility puzzle: Evidence from ETFs. (2024). Li, Yongjia ; Hur, Jungshik ; Duanmu, Jun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002368.

   Full description at Econpapers || Download paper

3. On the conditional performance of the IVOL anomaly. (2024). Wu, KE ; Pan, Jiening ; Wang, Jianqiu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:337-350.

   Full description at Econpapers || Download paper

4. The influence of deleveraging the excessive debt firms on investment efficiency. (2024). Teng, Shi ; Lin, Yu-En ; Hu, Chunyang ; Wang, Qianqian ; Cheng, Teng-Yuan.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2130-2149.

   Full description at Econpapers || Download paper

5. What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0.

   Full description at Econpapers || Download paper

6. The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

   Full description at Econpapers || Download paper

7. Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347.

   Full description at Econpapers || Download paper

8. The alphas of beta and idiosyncratic volatility. (2022). Yao, Tong ; Poon, Percy ; Zhang, Andrew.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000131.

   Full description at Econpapers || Download paper

9. Decomposing the idiosyncratic volatility anomaly among euro area stocks. (2022). de Ceuster, Marc ; Annaert, Jan ; van Doninck, Freek.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000010.

   Full description at Econpapers || Download paper

10. Political orientation and compensation for idiosyncratic risk. (2022). Lee, Seunghyup.
    In: Economics Letters.
    RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002385.

    Full description at Econpapers || Download paper

1. Ang, A. Asset Management: A Systematic Approach to Factor Investing. 2014 Oxford University Press:

2. Ang, A. ; Hodrick, R. ; Zhang, X. High idiosyncratic volatility and low returns: International and further U.S. evidence. 2009 J. Financ. Econ.. 91 1-23

3. Ang, A. ; Hodrick, R. ; Zhang, X. The cross-section of volatility and expected returns. 2006 J. Finance. 51 259-299

4. Asparouhova, Elena ; Bessembinder, Hendrik ; Kalcheva, Ivalina Noisy prices and inference regarding returns. 2013 J. Finance. 68 665-714

5. Bali, T. ; Cakici, N. Idiosyncratic volatility and the cross-section of expected returns. 2008 J. Financ. Quant. Anal.. 43 29-58

6. Bali, T. ; Cakici, R.F. ; Whitelaw, N. Maxing out: Stocks as lotteries and the cross-section of expected returns. 2011 J. Financ. Econ.. 99 427-446

7. Barinov, A., 2011. Idiosyncratic volatility, growth options, and the cross-section of returns. Working paper, Terry College of Business, University of Georgia.
   Paper not yet in RePEc: Add citation now
   

8. Becchetti, L. ; Ciciretti, R. ; Hasan, I. Corporate social responsibility, stakeholder risk, and idiosyncratic volatility. 2015 J. Corp. Finance. 35 297-309

9. Blume, M.E. ; Stambaugh, R.F. Biases in computed returns: An application to the size effect. 1983 J. Financ. Econ.. 12 387-404

10. Boyer, B. ; Mitton, T. ; Vorkink, K. Expected idiosyncratic skewness. 2010 Rev. Financ. Stud.. 23 169-202

11. Brennan, Michael John ; Wang, Ashley The mispricing return premium. 2010 Rev. Financ. Stud.. 23 3437-3468

12. Carhart, M. On persistence in mutual fund performance. 1997 J. Finance. 52 57-83

13. Chabi-Yo, F., Yang, J., 2010. Idiosyncratic coskewness and equity return anomalies (No. 2010, 11). Bank of Canada Working Paper.

14. Chen, Z. ; Petkova, R. Does idiosyncratic volatility proxy for risk exposure?. 2012 Rev. Financ. Stud.. 25 2745-2787

15. Cohen, Randolph B. ; Gompers, Paul A. ; Vuolteenaho, Tuomo Who underreacts to cashflow news? Evidence from trading between individuals and institutions. 2002 J. Financ. Econ.. 66 409-462

16. Daniel, Kent ; Titman, Sheridan Market reactions to tangible and intangible information. 2006 J. Finance. 61 1605-1643

17. Doran, J. ; Jiang, D. ; Peterson, D. Gambling in the New Year? The January idiosyncratic volatility puzzle. 2012 Rev. Finance. 16 685-731
    Paper not yet in RePEc: Add citation now
    
18. Fairfield, Patricia M. ; Whisenant, Scott ; Yohn, Terry Lombardi Accrued earnings and growth: Implications for future profitability and market mispricing. 2003 Account. Rev.. 78 353-371
    Paper not yet in RePEc: Add citation now
    

19. Fama, E. ; French, K. Dissecting anomalies. 2008 J. Finance. 63 1653-1678

20. Fama, E.F. ; French, K.R. A five-factor asset pricing model. 2015 J. Financ. Econ.. 116 1-22

21. Fama, E.F. ; French, K.R. Dissecting anomalies with a five-factor model. 2016 Rev. Financ. Stud.. 29 69-103

22. Fama, E.F. ; MacBeth, J.D. Risk, return, and equilibrium: Empirical tests. 1973 J. Political Econ.. 81 607-636

23. Fu, F. Idiosyncratic risk and the cross-section of expected stock returns. 2009 J. Financ. Econ.. 91 24-37

24. Guo, H. ; Qiu, B. Options-implied variance and future stock returns. 2014 J. Bank. Financ.. 44 93-113

25. Han, B. ; Kumar, A. Speculative retail trading and asset prices. 2013 J. Financ. Quant. Anal.. 48 377-404

26. Han, Y. ; Lesmond, D. Liquidity biases and the pricing of cross-sectional idiosyncratic volatility. 2011 Rev. Financ. Stud.. 24 1590-1629

27. Haugen, Robert A. ; Baker, Nardin L. Commonality in the determinants of expected stock returns. 1996 J. Financ. Econ.. 41 401-439
    Paper not yet in RePEc: Add citation now
    

28. Holden, Craig W. ; Jacobsen, Stacey Liquidity measurement problems in fast, competitive markets: Expensive and cheap solutions. 2014 J. Finance. 69 1747-1785

29. Hou, K. ; Loh, R.K. Have we solved the idiosyncratic volatility puzzle?. 2016 J. Financ. Econ.. 121 167-194

30. Hou, K. ; Xue, C. ; Zhang, L. Digesting anomalies: An investment approach. 2015 Rev. Financ. Stud.. 28 650-705

31. Huang, W. ; Liu, Q. ; Zhang, L. Return reversals, idiosyncratic risk and expected return. 2010 Rev. Financ. Stud.. 23 147-168

32. Jegadeesh, Narasimhan ; Titman, Sheridan Returns to buying winners and selling losers: Implications for stock market efficiency. 1993 J. Finance. 48 65-91

33. Jiang, G. ; Xu, D. ; Yao, T. The information content of idiosyncratic volatility. 2009 J. Financ. Quant. Anal.. 44 1-28

34. Keim, D.B. Size-related anomalies and stock return seasonality: Further empirical evidence. 1983 J. Financ. Econ.. 12 13-32

35. Lehmann, B.N. Residual risk revisited. 1990 J. Econometrics. 45 71-97

36. Lesmond, D. ; Ogden, J. ; Trzcinka, C. A new estimate of transaction costs. 1999 Rev. Financ. Stud.. 5 1113-1141

37. Malagon, J. ; Moreno, D. ; Rodríguez, R. Time horizon trading and the idiosyncratic risk puzzle. 2015 Quant. Finance. 15 327-343

38. Malkiel, B., Xu, Y., 2002. Idiosyncratic risk and security returns. Working Paper, University of Texas at Dallas.
    Paper not yet in RePEc: Add citation now
    

39. Nelson, D.B. Conditional heteroskedasticity in asset returns: A new approach. 1991 Econometrica. 59 347-370

40. Newey, W.K. ; West, K.D. A simple positive-definite heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

41. Pontiff, Jeffrey ; Woodgate, Artemiza Share issuance and cross-sectional returns. 2008 J. Finance. 63 921-945

42. Sloan, Richard G. Do stock prices fully reflect information in accruals and cash flows about future earnings?. 1996 Account. Rev.. 71 289-315
    Paper not yet in RePEc: Add citation now
    

43. Stambaugh, R.F. ; Yu, J. ; Yuan, Y. Arbitrage asymmetry and the idiosyncratic volatility puzzle. 2015 J. Finance. 70 1903-1948

44. Tinic, S. ; West, R. Risk, return, and equilibrium: A revisit. 1986 J. Political Econ.. 94 126-147

45. Titman, Sheridan ; Wei, K.C. John ; Xie, Feixue Capital investments and stock returns. 2004 J. Financ. Quant. Anal.. 39 677-700

46. Xu, Y. ; Malkiel, B. Investigating the behavior of idiosyncratic volatility. 2003 J. Bus.. 76 613-644

1. Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19. (2021). Foglia, Matteo ; Recchioni, Maria Cristina ; Polinesi, Gloria.
   In: Risks.
   RePEc:gam:jrisks:v:9:y:2021:i:2:p:34-:d:493485.

   Full description at Econpapers || Download paper

2. Designing a global digital currency. (2021). Balvers, Ronald ; McDonald, Bill.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302734.

   Full description at Econpapers || Download paper

3. Learning Risk Preferences from Investment Portfolios Using Inverse Optimization. (2021). Chen, Yuxin ; Yu, Shi ; Dong, Chaosheng.
   In: Papers.
   RePEc:arx:papers:2010.01687.

   Full description at Econpapers || Download paper

4. Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Pedio, Manuela ; Guidolin, Massimo ; Berglund, Alexander.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

   Full description at Econpapers || Download paper

5. Necessary Evidence For A Risk Factor’s Relevance. (2020). Hartzmark, Samuel M ; Chinco, Alexander M ; Sussman, Abigail B.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:27227.

   Full description at Econpapers || Download paper

6. Sustainable factor investing: Where doing well meets doing good. (2020). Michalski, Lachlan ; Fan, John Hua.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:70:y:2020:i:c:p:230-256.

   Full description at Econpapers || Download paper

7. On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Cederburg, Scott ; Odoherty, Michael S ; Wang, Feifei.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:138:y:2020:i:1:p:95-117.

   Full description at Econpapers || Download paper

8. Dissecting the idiosyncratic volatility anomaly. (2020). Yao, Tong ; Chen, Linda H ; Jiang, George J ; Xu, Danielle D.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:59:y:2020:i:c:p:193-209.

   Full description at Econpapers || Download paper

9. Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo ; Melone, Alessandro.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:14417.

   Full description at Econpapers || Download paper

10. Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:256.

    Full description at Econpapers || Download paper

11. Revisiting Fama–French factors predictability with Bayesian modelling and copula‐based portfolio optimization. (2019). Sermpinis, Georgios ; Zhao, Yang ; da Silva, Filipa ; Stasinakis, Charalampos.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1443-1463.

    Full description at Econpapers || Download paper

12. Investment Advising: Pay-to-Play, or Capture?. (2019). Xanthopoulos, Apostolos.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:69:y:2019:i:3:p:75-110.

    Full description at Econpapers || Download paper

13. Predictability and the cross section of expected returns: evidence from the European stock market. (2019). Drobetz, Wolfgang ; Otto, Tizian ; Haller, Rebekka ; Jasperneite, Christian.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00138-0.

    Full description at Econpapers || Download paper

14. Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets. (2019). Shiohama, Takayuki ; Shimizu, Hidehiko.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09274-4.

    Full description at Econpapers || Download paper

15. Asset Pricing vs Asset Expected Returning in Factor Models. (2019). Favero, Carlo ; Melone, Alessandro.
    In: Working Papers.
    RePEc:igi:igierp:651.

    Full description at Econpapers || Download paper

16. Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:53:y:2019:i:c:p:310-330.

    Full description at Econpapers || Download paper

17. Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Sha, Yezhou ; Gao, Ran.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16.

    Full description at Econpapers || Download paper

18. A Supply and Demand Approach to Equity Pricing. (2019). Calvet, Laurent ; Betermier, Sebastien ; Jo, Evan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13974.

    Full description at Econpapers || Download paper

19. Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model. (2019). Piccillo, Giulia ; Gomez, Thomas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8003.

    Full description at Econpapers || Download paper

20. A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing. (2019). Zeng, Xiao-Jun ; Dawson, Paul A ; Keane, John ; Yau, Jeffrey ; Fons, Elizabeth.
    In: Papers.
    RePEc:arx:papers:1902.10849.

    Full description at Econpapers || Download paper

21. PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?. (2018). Rebonato, R.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:21:y:2018:i:07:n:s0219024918500474.

    Full description at Econpapers || Download paper

22. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

    Full description at Econpapers || Download paper

23. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-319-91530-2.

    Full description at Econpapers || Download paper

24. Keep up the momentum. (2018). Roncalli, Thierry.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0078-7.

    Full description at Econpapers || Download paper

25. Factor risk premiums and invested capital: calculations with stochastic discount factors. (2018). Ang, Andrew ; Shores, Sara ; Hogan, Ked.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0069-0.

    Full description at Econpapers || Download paper

26. ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors. (2018). Honda, Toshiki ; Hara, Chiaki.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:1004.

    Full description at Econpapers || Download paper

27. Institutional spending policies: implications for future asset values and spending. (2018). Lindset, Snorre ; Matsen, Egil.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-018-0304-9.

    Full description at Econpapers || Download paper

28. An Examination of the Benefits of Factor Investing in U.K. Stock Returns. (2018). Fletcher, Jonathan.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:154-170.

    Full description at Econpapers || Download paper

29. A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2018_001.

    Full description at Econpapers || Download paper

30. Blockchain tokens and the potential democratization of entrepreneurship and innovation. (2018). Chen, Yan.
    In: Business Horizons.
    RePEc:eee:bushor:v:61:y:2018:i:4:p:567-575.

    Full description at Econpapers || Download paper

31. Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Oikonomou, Ioannis ; Platanakis, Emmanouil.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

    Full description at Econpapers || Download paper

32. Exchange Traded Funds 101 For Economists. (2018). Madhavan, Ananth ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12629.

    Full description at Econpapers || Download paper

33. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1890.

    Full description at Econpapers || Download paper

34. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1887.

    Full description at Econpapers || Download paper

35. Exchange-Traded Funds 101 for Economists. (2018). Madhavan, Ananth ; Lettau, Martin.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:32:y:2018:i:1:p:135-54.

    Full description at Econpapers || Download paper

36. Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/249918.

    Full description at Econpapers || Download paper

37. Linear and nonlinear predictability in investment style factors: multivariate evidence. (2017). Guidolin, Massimo ; Chincoli, Francesco.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0048-5.

    Full description at Econpapers || Download paper

38. Replicating Anomalies. (2017). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23394.

    Full description at Econpapers || Download paper

39. The Investment CAPM. (2017). Zhang, Lu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23226.

    Full description at Econpapers || Download paper

40. Are investors really home-biased when investing at home?. (2017). Wendt, Stefan ; Horn, Matthias ; Oehler, Andreas.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:40:y:2017:i:c:p:52-60.

    Full description at Econpapers || Download paper

41. The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183.

    Full description at Econpapers || Download paper

42. Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects. (2017). Ranciere, Romain ; Ouazad, Amine ; Heipertz, Jonas ; Valla, Natacha.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12134.

    Full description at Econpapers || Download paper

43. The Investment CAPM. (2017). Zhang, Lu.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

    Full description at Econpapers || Download paper

44. Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W.
    In: Working papers.
    RePEc:bfr:banfra:623.

    Full description at Econpapers || Download paper

45. Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1754.

    Full description at Econpapers || Download paper

46. Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
    In: Working Papers.
    RePEc:war:wpaper:2016-09.

    Full description at Econpapers || Download paper

47. Asymptotic analysis for target asset portfolio allocation with small transaction costs. (2016). Zheng, Harry ; Liu, Cong.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:66:y:2016:i:c:p:59-68.

    Full description at Econpapers || Download paper

48. Investing in Systematic Factor Premiums. (2016). Stork, Philip ; Koedijk, Kees G.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:2:p:193-234.

    Full description at Econpapers || Download paper

49. Factor-Based v. Industry-Based Asset Allocation: The Contest. (2015). Szafarz, Ariane ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/216837.

    Full description at Econpapers || Download paper

50. Disentangling rebalancing return. (2014). Hallerbach, Winfried.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.29.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:22:54 || Missing content? Let us know