1. Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence. (2025). Gurdgiev, Constantin ; French, Joseph ; Obalade, Adefemi ; Tita, Anthanasius Fomum.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s105905602500019x.

   Full description at Econpapers || Download paper

2. Climate change exposure and green bonds issuance. (2025). Makrychoriti, Panagiota ; Guesmi, Khaled ; Pyrgiotakis, Emmanouil G.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000166.

   Full description at Econpapers || Download paper

1. Aabo, T. ; Pantzalis, C. ; Park, J.C. Idiosyncratic volatility: an indicator of noise trading?. 2017 J. Bank. Financ.. 75 136-151

2. Addoum, J.M. ; Kumar, A. Political sentiment and predictable returns. 2016 Rev. Financ. Stud.. 29 3471-3518

3. Ai, Y. ; Sun, G. ; Kong, T. Digital finance and stock price crash risk. 2023 Int. Rev. Econ. Financ.. 88 607-619

4. Al Mamun, M. ; Balachandran, B. ; Duong, H.N. Powerful CEOs and stock price crash risk. 2020 J. Corp. Financ.. 62 -

5. An, H. ; Zhang, T. Stock price synchronicity, crash risk, and institutional investors. 2013 J. Corp. Financ.. 21 1-15

6. Andreou, C.K. ; Andreou, P.C. ; Lambertides, N. Financial distress risk and stock price crashes. 2021 J. Corp. Financ.. 67 -

7. Andreou, P.C. ; Antoniou, C. ; Horton, J. ; Louca, C. Corporate governance and firm-specific stock price crashes. 2016 Eur. Financ. Manag.. 22 916-956

8. Andreou, P.C. ; Lambertides, N. ; Magidou, M. A critique of the agency theory viewpoint of stock price crash risk: the opacity and overinvestment channels. 2023 Br. J. Manag.. 34 2158-2185
   Paper not yet in RePEc: Add citation now
   

9. Andreou, P.C. ; Louca, C. ; Petrou, A.P. CEO age and stock price crash risk. 2017 Rev. Financ.. 21 1287-1325

10. Arellano, M. ; Bond, S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. 1991 Rev. Econ. Stud.. 58 277-297

11. Azzimonti, M. Partisan conflict and private investment. 2018 J. Monet. Econ.. 93 114-131

12. Bai, J. ; Philippon, T. ; Savov, A. Have financial markets become more informative?. 2016 J. Financ. Econ.. 122 625-654

13. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636

14. Balachandran, B. ; Duong, H.N. ; Luong, H. ; Nguyen, L. Does takeover activity affect stock price crash risk? Evidence from international M&A laws. 2020 J. Corp. Financ.. 64 -

15. Baloria, V.P., & Mamo, K. (2017). Policy uncertainty and analyst performance. Working paper.
    Paper not yet in RePEc: Add citation now
    

16. Banerjee, P. ; Dutta, S. The effect of political risk on investment decisions. 2022 Econ. Lett.. 212 -

17. Barber, B.M. ; Odean, T. ; Zhu, N. Do retail trades move markets?. 2008 Rev. Financ. Stud.. 22 151-186
    Paper not yet in RePEc: Add citation now
    

18. Barth, M.E. ; Beaver, W.H. ; Landsman, W.R. The relevance of the value relevance literature for financial accounting standard setting: another view. 2001 J. Account. Econ.. 31 77-104

19. Barth, M.E. ; Li, K. ; McClure, C.G. Evolution in value relevance of accounting information. 2023 Account. Rev.. 98 1-28
    Paper not yet in RePEc: Add citation now
    

20. Bartram, S.M. ; Brown, G. ; Stulz, R.M. Why are US stocks more volatile?. 2012 J. Financ.. 67 1329-1370

21. Bekaert, G. ; Harvey, C.R. ; Lundblad, C.T. ; Siegel, S. Political risk and international valuation. 2016 J. Corp. Financ.. 37 1-23

22. Benmelech, E. ; Kandel, E. ; Veronesi, P. Stock-based compensation and CEO (dis) incentives. 2010 Q. J. Econ.. 125 1769-1820

23. Bernanke, B.S. Irreversibility, uncertainty, and cyclical investment. 1983 Q. J. Econ.. 98 85-106

24. Bevilacqua, M. ; Tunaru, R. The SKEW index: extracting what has been left. 2021 J. Financ. Stab.. 53 -

25. Bloom, N. The impact of uncertainty shocks. 2009 Econometrica. 77 623-685

26. Bloom, N. ; Bond, S. ; Van Reenen, J. Uncertainty and investment dynamics. 2007 Rev. Econ. Stud.. 74 391-415

27. Bloom, N. ; Bunn, P. ; Chen, S. ; Mizen, P. ; Smietanka, P. ; Thwaites, G. The impact of Brexit on UK firms (No. w26218). 2019 National Bureau of Economic Research:

28. Bonaime, A. ; Gulen, H. ; Ion, M. Does policy uncertainty affect mergers and acquisitions?. 2018 J. Financ. Econ.. 129 531-558

29. Boubaker, S. ; Mansali, H. ; Rjiba, H. Large controlling shareholders and stock price synchronicity. 2014 J. Bank. Financ.. 40 80-96

30. Caldara, D. ; Iacoviello, M. Measuring geopolitical risk. 2022 Am. Econ. Rev.. 112 1194-1225

31. Callen, J.L. ; Fang, X. Institutional investor stability and crash risk: monitoring versus short-termism?. 2013 J. Bank. Financ.. 37 3047-3063

32. Callen, J.L. ; Fang, X. Religion and stock price crash risk. 2015 J. Financ. Quant. Anal.. 50 169-195

33. Campbell, J.Y. ; Hilscher, J. ; Szilagyi, J. In search of distress risk. 2008 J. Financ.. 63 2899-2939

34. Campello, M. ; Cortes, G.S. ; d’Almeida, F. ; Kankanhalli, G. Exporting uncertainty: the impact of Brexit on corporate America. 2022 J. Financ. Quant. Anal.. 57 3178-3222

35. Chang, X. ; Chen, Y. ; Zolotoy, L. Stock liquidity and stock price crash risk. 2017 J. Financ. Quant. Anal.. 52 1605-1637

36. Chang, Y.C. ; Hsiao, P.J. ; Ljungqvist, A. ; Tseng, K. Testing disagreement models. 2022 J. Financ.. 77 2239-2285

37. Chen, C. ; Kim, J.B. ; Yao, L. Earnings smoothing: does it exacerbate or constrain stock price crash risk?. 2017 J. Corp. Financ.. 42 36-54

38. Chen, J. ; Hong, H. ; Stein, J.C. Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices. 2001 J. Financ. Econ.. 61 345-381

39. Chen, S. ; Ye, Y. ; Jebran, K. Tax enforcement efforts and stock price crash risk: evidence from China. 2022 J. Int. Financ. Manag. Account.. 33 193-218
    Paper not yet in RePEc: Add citation now
    

40. DeLong, J.B. ; Shleifer, A. ; Summers, L.H. ; Waldmann, R.J. Noise trader risk in financial markets. 1990 J. Political Econ.. 98 703-738

41. Demerjian, P. ; Lev, B. ; McVay, S. Quantifying managerial ability: a new measure and validity tests. 2012 Manag. Sci.. Vol. 58 1229-1248

42. Deng, X. ; Gao, L. ; Kim, J.B. Short-sale constraints and stock price crash risk: causal evidence from a natural experiment. 2020 J. Corp. Financ.. 60 -

43. Dimson, E. Risk measurement when shares are subject to infrequent trading. 1979 J. Financ. Econ.. 7 197-226

44. Duan, Y. ; El Ghoul, S. ; Guedhami, O. ; Li, H. ; Li, X. Bank systemic risk around COVID-19: a cross-country analysis. 2021 J. Bank. Financ.. 133 -

45. Eugster, N. ; Wang, Q. Large blockholders and stock price crash risk: an international study. 2023 Glob. Financ. J.. 55 -

46. Eun, C.S. ; Wang, L. ; Xiao, S.C. Culture and R2. 2015 J. Financ. Econ.. 115 283-303
    Paper not yet in RePEc: Add citation now
    

47. Fiorillo, P. ; Meles, A. ; Pellegrino, L.R. ; Verdoliva, V. Geopolitical risk and stock price crash risk: the mitigating role of ESG performance. 2024 Int. Rev. Financ. Anal.. 91 -

48. Francis, B.B. ; Hasan, I. ; Song, L. ; Yeung, B. What determines bank-specific variations in bank stock returns? Global evidence. 2015 J. Financ. Inter.. 24 312-324

49. Gad, M. ; Nikolaev, V. ; Tahoun, A. ; van Lent, L. Firm-level political risk and credit markets. 2023 J. Account. Econ.. -
    Paper not yet in RePEc: Add citation now
    

50. Goyal, V.K. ; Wang, W. Debt maturity and asymmetric information: evidence from default risk changes. 2013 J. Financ. Quant. Anal.. 48 789-817

51. Greene, W.H. Econometric Analysis. 1993 Macmillan: New York, NY
    Paper not yet in RePEc: Add citation now
    

52. Griffin, D. ; Guedhami, O. ; Li, K. ; Lu, G. National culture and the value implications of corporate environmental and social performance. 2021 J. Corp. Financ.. 71 -

53. Gu, M. ; Kang, W. ; Xu, B. Limits of arbitrage and idiosyncratic volatility: evidence from China stock market. 2018 J. Bank. Financ.. 86 240-258

54. Gulen, H. ; Ion, M. Policy uncertainty and corporate investment. 2016 Rev. Financ. Stud.. 29 523-564

55. Gyimah, D. ; Danso, A. ; Adu-Ameyaw, E. ; Boateng, A. Firm-level political risk and corporate leverage decisions. 2022 Int. Review of Finan. Anal.. 84 -

56. Habib, A. ; Hasan, M.M. ; Jiang, H. Stock price crash risk: review of the empirical literature. 2018 Account. Financ.. 58 211-251

57. Han, X. ; Hsu, S. ; Li, J. ; An, R. Economic policy uncertainty, non-financial enterprises' shadow banking activities and stock price crash risk. 2023 Emerg. Mark. Rev.. 54 -

58. Hassan, T.A. ; Hollander, S. ; Lent, L.V. ; Tahoun, A. The global impact of Brexit uncertainty. 2024 J. Financ.. 79 413-458

59. Hassan, T.A. ; Hollander, S. ; Van Lent, L. ; Tahoun, A. Firm-level political risk: measurement and effects. 2019 Q. J. Econ.. 134 2135-2202

60. Heckman, J.J. ; Ichimura, H. ; Todd, P. Matching as an econometric evaluation estimator. 1998 Rev. Econ. Stud.. 65 261-294

61. Hill, P. ; Korczak, A. ; Korczak, P. Political uncertainty exposure of individual companies: the case of the Brexit referendum. 2019 J. Bank. Financ.. 100 58-76

62. Ho, T. ; Kagkadis, A. ; Wang, G. Is firm-level political risk priced in the equity option market? Review of Asset Pricing. 2024 Studies. 14 153-195
    Paper not yet in RePEc: Add citation now
    

63. Hong, H. ; Stein, J.C. Differences of opinion, short-sales constraints, and market crashes. 2003 Rev. Financ. Stud.. 16 487-525

64. Hossain, M. ; Lobo, G.J. ; Mitra, S. Firm-level political risk and corporate tax avoidance. 2023 Rev. Quant. Financ. Account.. 60 295-327

65. Hu, J. ; Li, S. ; Taboada, A.G. ; Zhang, F. Corporate board reforms around the world and stock price crash risk. 2020 J. Corp. Financ.. 62 -

66. Huang, G.Y. ; Shen, C.H.H. ; Wu, Z.X. Firm-level political risk and debt choice. 2023 J. Corp. Financ.. 78 -

67. Huang, T. ; Wu, F. ; Yu, J. ; Zhang, B. Political risk and dividend policy: evidence from international political crises. 2015 J. Int. Bus. Stud.. 46 574-595

68. Hutton, A.P. ; Marcus, A.J. ; Tehranian, H. Opaque financial reports, R2, and crash risk. 2009 J. Financ. Econ.. 94 67-86

69. Islam, M.S. ; Alam, M.S. ; Hasan, S.B. ; Mollah, S. Firm-level political risk and distance-to-default. 2022 J. Financ. Stab.. 63 -

70. Jin, L. ; Myers, S.C. R2 around the world: new theory and new tests. 2006 J. Financ. Econ.. 79 257-292

71. Jin, Q. ; Wu, S. Shifting from the incurred to the expected credit loss model and stock price crash risk. 2023 Journal of Accounting and Public Policy. 42 107014-
    Paper not yet in RePEc: Add citation now
    
72. Jin, X. ; Wu, H. ‘Economic policy uncertainty and cost stickiness’. 2021 Manag. Account. Res.. 52 -
    Paper not yet in RePEc: Add citation now
    

73. Julio, B. ; Yook, Y. Political uncertainty and corporate investment cycles. 2012 J. Financ.. 67 45-83

74. Kim, C.F. ; Pantzalis, C. ; Park, J.C. Political geography and stock returns: the value and risk implicationsmuh of proximity to political power. 2012 J. Financ. Econ.. 106 196-228

75. Kim, J.B. ; Li, Y. ; Zhang, L. CFOs versus CEOs: equity incentives and crashes. 2011 J. Financ. Econ.. 101 713-730

76. Kim, J.B. ; Li, Y. ; Zhang, L. Corporate tax avoidance and stock price crash risk: firm-level analysis. 2011 J. Financ. Econ.. 100 639-662

77. Kim, J.B. ; Zhang, E.X. ; Zhong, K. Does unionization affect the manager–shareholder conflict? Evidence from firm-specific stock price crash risk. 2021 J. Corp. Financ.. 69 -

78. Kim, J.B. ; Zhang, L. Financial reporting opacity and expected crash risk: Evidence from implied volatility smirks. 2014 Contemporary Accounting Research. 31 851-875

79. Kim, Y. ; Li, H. ; Li, S. Corporate social responsibility and stock price crash risk. 2014 J. Bank. Financ.. 43 1-13

80. Kuang, W. Real earnings smoothing and crash risk: evidence from Japan. 2022 J. Int. Financ. Manag. Account.. 33 154-187
    Paper not yet in RePEc: Add citation now
    

81. Lee, B.S. ; Mauck, N. Dividend initiations, increases and idiosyncratic volatility. 2016 J. Corp. Financ.. 40 47-60

82. Li, B. ; Rajgopal, S. ; Venkatachalam, M. R2 and idiosyncratic risk are not interchangeable. 2014 Account. Rev.. 89 2261-2295
    Paper not yet in RePEc: Add citation now
    
83. Li, Z. ; Shroff, P.K. ; Venkataraman, R. ; Zhang, I.X. Causes and consequences of goodwill impairment losses. 2011 Rev. Account. Stud.. 16 745-778
    Paper not yet in RePEc: Add citation now
    

84. Liang, H. ; Renneboog, L. On the foundations of corporate social responsibility. 2017 J. Financ.. 72 853-910

85. Lobo, G. ; Wang, C. ; Yu, X. ; Zhao, Y. Material weakness in internal controls and stock price crash risk. 2020 J. Account., Audit. Financ.. 35 106-138
    Paper not yet in RePEc: Add citation now
    
86. Luo, Y. ; Zhang, C. Economic policy uncertainty and stock price crash risk. 2020 Res. Int. Bus. Financ.. 51 -
    Paper not yet in RePEc: Add citation now
    

87. Makrychoriti, P. ; Spyrou, S. To be or not to be in the EU: the international economic effects of Brexit uncertainty. 2023 Eur. J. Financ.. 29 58-85

88. McCarty, N.M., Poole, K.T., & Rosenthal, H. (1997). Income redistribution and the realignment of American politics.
    Paper not yet in RePEc: Add citation now
    

89. Merton, R.C. On the pricing of corporate debt: the risk structure of interest rates. 1974 J. Financ.. 29 449-470

90. Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. 2000 J. Financ. Econ.. 58 215-260
    Paper not yet in RePEc: Add citation now
    

91. Nadarajah, S. ; Duong, H.N. ; Ali, S. ; Liu, B. ; Huang, A. Stock liquidity and default risk around the world. 2021 J. Financ. Mark.. 55 -

92. Nagar, V. ; Schoenfeld, J. ; Wellman, L. The effect of economic policy uncertainty on investor information asymmetry and management disclosures. 2019 J. Account. Econ.. 67 36-57

93. Nguyen, N.H. ; Phan, H.V. Policy uncertainty and mergers and acquisitions. 2017 J. Financ. Quant. Anal.. 52 613-644

94. Park, Y.H. Volatility-of-volatility and tail risk hedging returns. 2015 J. Financ. Mark.. 26 38-63

95. Pastor, L. ; Veronesi, P. Political uncertainty and risk premia. 2013 J. Financ. Econ.. 110 520-545

96. Pastor, L. ; Veronesi, P. Uncertainty about government policy and stock prices. 2012 J. Financ.. 67 1219-1264

97. Pham, A.V. Political risk and cost of equity: the mediating role of political connections. 2019 J. Corp. Financ.. 56 64-87

98. Poole, K.T. ; Rosenthal, H. Congress: A political-economic history of roll call voting. 2000 Oxford University Press: USA
    Paper not yet in RePEc: Add citation now
    
99. Shiller, R.J. Narrative economics: How stories go viral and drive major economic events. 2020 Princeton University Press:
    Paper not yet in RePEc: Add citation now
    
100. Stein, L.C., & Stone, E. (2013). The effect of uncertainty on investment, hiring, and R&D: Causal evidence from equity options. Hiring, and R&D: Causal Evidence from Equity Options (October 4, 2013).
     Paper not yet in RePEc: Add citation now
     

101. Vo, X.V. ; Phan, D.B.A. Herd behavior and idiosyncratic volatility in a frontier market. 2019 Pac. -Basin Financ. J.. 53 321-330

102. Wintoki, M.B. ; Linck, J.S. ; Netter, J.M. Endogeneity and the dynamics of internal corporate governance. 2012 J. Financ. Econ.. 105 581-606

103. Wooldridge, J.M. Introductory econometrics: A modern approach. 2016 Nelson Education:
     Paper not yet in RePEc: Add citation now
     

104. Wu, K. ; Lai, S. Intangible intensity and stock price crash risk. 2020 J. Corp. Financ.. 64 -

105. Yang, Y.C. ; Zhang, B. ; Zhang, C. Is information risk priced? Evidence from abnormal idiosyncratic volatility. 2020 J. Financ. Econ.. 135 528-554

106. Zhu, W. Accruals and price crashes. 2016 Rev. Account. Stud.. 21 349-399

1. Registration reform and stock mispricing: Causal inference based on double machine learning. (2025). Li, Cheng ; Tang, Jiaxuan ; Wang, Yewen.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004616.

   Full description at Econpapers || Download paper

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.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000462.

   Full description at Econpapers || Download paper

3. International information flow and market quality. (2025). Zhang, Jiang.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

   Full description at Econpapers || Download paper

4. Noise trader clusters and market efficiency. (2025). Pantzalis, Christos ; Park, Jung Chul ; Wang, Pinshuo.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000024.

   Full description at Econpapers || Download paper

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.
   In: Sustainability.
   RePEc:gam:jsusta:v:16:y:2024:i:17:p:7423-:d:1465837.

   Full description at Econpapers || Download paper

6. Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms. (2024). Ionescu, Tefan ; Chiri, Nora ; Nica, Ionu ; Delcea, Camelia.
   In: Risks.
   RePEc:gam:jrisks:v:12:y:2024:i:2:p:36-:d:1336227.

   Full description at Econpapers || Download paper

7. Firm-level political risk and stock price crashes. (2024). Pyrgiotakis, Emmanouil G ; Makrychoriti, Panagiota.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000883.

   Full description at Econpapers || Download paper

8. Ambiguous investor sentiment. (2024). Wei, Xiaopeng ; Wagner, Moritz.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008031.

   Full description at Econpapers || Download paper

9. Do online message boards convey cryptocurrency-specific information?. (2024). Shen, Dehua ; Tong, Zezheng ; Goodell, John W.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004660.

   Full description at Econpapers || Download paper

10. Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463.

    Full description at Econpapers || Download paper

11. Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

    Full description at Econpapers || Download paper

12. Do corporate site visits impact idiosyncratic volatility? Evidence from China. (2023). Lu, Jing ; Zhao, Yuyang ; Cai, Wenwu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001186.

    Full description at Econpapers || Download paper

13. Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wagner, Moritz ; Wei, Xiaopeng ; Biakowski, Jdrzej.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:23/11.

    Full description at Econpapers || Download paper

14. Managerial ability and idiosyncratic volatility. (2022). Wang, Yudong ; Wu, XI ; Tong, Xinle.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2566-2581.

    Full description at Econpapers || Download paper

15. The rationality of M&A targets in the choice of payment methods. (2022). Klitzka, Michael ; He, Jianan ; Schiereck, Dirk.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:16:y:2022:i:4:d:10.1007_s11846-021-00469-6.

    Full description at Econpapers || Download paper

16. Idiosyncratic volatility and stock price crash risk: Evidence from china. (2022). Yin, Zhujia ; Zhang, Yun ; Cao, Jiahui ; Wen, Fenghua.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001768.

    Full description at Econpapers || Download paper

17. Factors explaining capital market reactions during corporate, sovereign, and pandemic events. (2022). He, Jianan.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:134150.

    Full description at Econpapers || Download paper

18. The way digitalization is impacting international financial markets: Stock price synchronicity. (2022). Moeini, Mahdi M ; Shi, Lei ; Darougar, Layla ; Chen, Chen.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:3:p:396-415.

    Full description at Econpapers || Download paper

19. The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator. (2022). ausloos, marcel ; Vinte, Claudiu.
    In: Papers.
    RePEc:arx:papers:2205.00104.

    Full description at Econpapers || Download paper

20. Cross‐shareholding networks and stock price synchronicity: Evidence from China. (2021). Yuan, Yujie ; Zhou, Weixing ; Wen, Fenghua.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:914-948.

    Full description at Econpapers || Download paper

21. Financial Reporting Quality and Investors Divergence of Opinion†. (2021). Silva, Diogo ; Cerqueira, Antonio.
    In: Accounting Perspectives.
    RePEc:wly:accper:v:20:y:2021:i:1:p:79-107.

    Full description at Econpapers || Download paper

22. Idiosyncratic volatility, option-based measures of informed trading, and investor attention. (2021). Schneider, Judith C ; Mohrschladt, Hannes.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09175-7.

    Full description at Econpapers || Download paper

23. Time-Varying Risk and the Relation between Idiosyncratic Risk and Stock Return. (2021). Fu, Chengbo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:432-:d:631815.

    Full description at Econpapers || Download paper

24. Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market. (2021). Zhu, Yifeng ; Gui, Pingshu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:484-496.

    Full description at Econpapers || Download paper

25. Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001613.

    Full description at Econpapers || Download paper

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.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-018-2846-7.

    Full description at Econpapers || Download paper

28. Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Hoang, Lai ; Shim, Jungwook ; Nguyen, Cuong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306130.

    Full description at Econpapers || Download paper

29. WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). Zaynutdinova, Gulnara ; DeLisle, Jared ; Yuksel, Zafer H.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

    Full description at Econpapers || Download paper

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.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3654-:d:245226.

    Full description at Econpapers || Download paper

31. Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:179-196.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

    Full description at Econpapers || Download paper

33. Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:39:y:2019:i:c:p:1-17.

    Full description at Econpapers || Download paper

34. Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua.
    In: Papers.
    RePEc:arx:papers:1903.01655.

    Full description at Econpapers || Download paper

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.
    In: Working Papers.
    RePEc:idn:wpaper:wp282018.

    Full description at Econpapers || Download paper

Report date: 2025-09-17 05:37:37 || Missing content? Let us know