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44. The MAX effect: European evidence. (2014). Walkshausl, Christian.
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47. Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. (2014). Savva, Christos ; Christiansen, Charlotte ; Lambertides, Neophytos ; Aslanidis, Nektarios.
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48. Sensitivity of cautious-relaxed investment policies to target variation. (2013). Krawczyk, Jacek ; Foster, Jarred.
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49. Profit Persistence and Stock Returns. (2013). Gschwandtner, Adelina ; Hauser, Michael.
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50. Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2013). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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51. Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly. (2013). Wurgler, Jeffrey ; Baker, Malcolm.
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52. Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns. (2013). Engle, Robert ; Tang, YI ; Bali, Turan G..
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53. Liquidity Shocks and Stock Market Reactions. (2013). Tang, YI ; Shen, Yannan ; Bali, Turan G. ; Peng, Lin.
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54. On Portfolio Choice with Savoring and Disappointment. (2013). NAPP, Clotilde ; Karehnke, Paul ; Jouini, Elyès.
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55. The high returns to low volatility stocks are actually a premium on high quality firms. (2013). Walkshausl, Christian.
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56. An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns. (2013). Huffman, Stephen P. ; Moll, Cliff R..
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57. Is there a volatility effect in the Hong Kong stock market?. (2013). Wu, Ji ; Nartea, Gilbert.
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58. Are extreme returns priced in the stock market? European evidence. (2013). de Ceuster, Marc ; Verstegen, Kurt ; Annaert, Jan.
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59. Sentiment approach to negative expected return in the stock market. (2013). Yan, Wei ; Zhang, Rengui ; Yang, Chunpeng.
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60. A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns. (2013). Mantilla Garcia, Daniel ; Martellini, Lionel ; Mantilla-Garcia, Daniel.
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61. Thirty Years of Prospect Theory in Economics: A Review and Assessment. (2013). Barberis, Nicholas C..
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62. Thirty Years of Prospect Theory in Economics: A Review and Assessment. (2012). Barberis, Nicholas C..
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63. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. (2012). Yuan, Yu ; Stambaugh, Robert.
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64. In search of positive skewness: the case of individual investors. (2012). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
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65. Are extreme returns priced in the stock market? European evidence. (2012). Verstegen K., ; De Ceuster M., ; Annaert J., .
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66. Stock price fragility. (2011). thesmar, david ; Greenwood, Robin.
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67. Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni.
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