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The impact of carbon disclosure and carbon emissions intensity on firms idiosyncratic volatility. (2023). Kumarasinghe, Sriyalatha ; Suleman, Muhammad Tahir ; Perera, Kasun ; Kuruppuarachchi, Duminda.
In: Energy Economics.
RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323005510.

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    In: Energy Economics.
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  2. How can AI reduce carbon emissions? Insights from a quasi-natural experiment using generalized random forest. (2025). Qi, Jiajun ; Feng, Lingbing ; Zheng, Yuhao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007497.

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  3. Incentive-compatible mechanism for manufacturing carbon emission supervision under carbon control policies in China. (2024). Zhao, Yajuan ; Lv, Youqing ; Liang, Peipei.
    In: PLOS ONE.
    RePEc:plo:pone00:0299086.

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  4. Can “environmental protection fee to tax” reduce carbon emissions? Evidence from China. (2024). Li, Zhiwei ; Du, Jiangze ; Shi, Guoping ; Wang, Bin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002149.

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  41. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649.

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  42. World market risk, country-specific risk and expected returns in international stock markets. (2010). Bali, Turan G. ; Cakici, Nusret.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165.

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  43. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14804.

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  44. Idiosyncratic risk and the cross-section of expected stock returns. (2009). Fu, Fangjian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:24-37.

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  45. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

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  46. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-407.

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  47. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-48.

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  48. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

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  49. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

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  50. Aggregate idiosyncratic volatility in G7 countries. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-027.

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