1. Chinas economic policy uncertainty and firm-level investment in Southeast Asian economies: The role of trade connection and financial development. (2025). Hai, Ly Thi.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s104402832500033x.

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2. How does foreign economic policy uncertainty affect domestic analyst earnings forecasts?. (2025). Zhou, Xiaozhou ; Song, Jian.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000146.

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3. Modeling GDP with a continuous-time finance approach. (2025). Liu, Zhenya ; You, Rongyu ; Zhan, Yaosong.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002351.

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4. Exploring the link between economic policy uncertainty, financial development, ecological innovation and environmental degradation; evidence from OECD countries. (2024). Zheng, Xiaowei ; Faheem, Muhammad ; Uktamov, Khusniddin Fakhriddinovch.
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   RePEc:plo:pone00:0307014.

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5. Chinese consumption shocks and U.S. equity returns. (2024). Kim, Minki ; Lam, Sing-Sen ; Lee, Kiryoung.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005033.

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6. Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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7. Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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8. Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2024-02-55.

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9. News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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10. Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Dong, Xuesong ; Zhong, Meirui ; Chen, Jinyu ; Huang, Jianbai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445.

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11. Does the “Blue Sky Defense War Policy” Paint the Sky Blue?—A Case Study of Beijing–Tianjin–Hebei Region, China. (2021). Wang, Yue ; Tian, Xue ; Tan, Xue ; Yang, Xuan ; Shi, Lei ; Chen, DI.
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    RePEc:gam:jijerp:v:18:y:2021:i:23:p:12397-:d:687896.

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1. Chinese consumption shocks and U.S. equity returns. (2024). Kim, Minki ; Lam, Sing-Sen ; Lee, Kiryoung.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005033.

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2. Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns. (2021). Jeon, Yoontae ; Lee, Kiryoung ; Nam, Eun-Young.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:76:y:2021:i:c:p:1063-1077.

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3. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Ito, Tomoki ; Abe, Masaya ; Izumi, Kiyoshi ; Nakagawa, Kei.
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4. Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
   In: Journal of Empirical Finance.
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5. Asset Pricing with Idiosyncratic Shocks. (2016). Vanitcharearntham, Vimut ; Srisuksai, Pithak.
   In: Applied Economics Journal.
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6. Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul.
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7. What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Dam, Lammertjan ; Wansbeek, Tom J. ; Wessels, Roberto E..
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8. The volatility effect in emerging markets. (2013). Vliet, Pim ; Blitz, David ; van Vliet, Pim ; Pang, Juan.
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   RePEc:eee:ememar:v:16:y:2013:i:c:p:31-45.

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9. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
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10. Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Saad, Mohsen ; Bley, Jorg.
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11. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
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12. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics. (2011). Hilscher, Jens ; Bandarchuk, Pavel .
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13. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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14. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang.
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15. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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16. Idiosyncratic Risk and REIT Returns. (2009). Ooi, Joseph ; Wang, Jingliang ; Webb, James.
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17. Performance measurement of hedge funds managers. (2008). Dobrin, Octavian ; Popa, Ion ; Tiu, Cristian ; Bagu, Constantin .
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18. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns. (2008). Jiang, Danling.
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19. Realization Utility. (2008). Xiong, Wei ; Barberis, Nicholas C..
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20. A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds. (2008). phalippou, ludovic ; Lin, Tse-Chun ; Driessen, Joost.
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21. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. (2008). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
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22. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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23. Realized volatility. (2008). Benzoni, Luca ; Andersen, Torben.
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24. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
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25. Semiparametric Inference in a GARCH-in-Mean Model. (2008). Iglesias, Emma ; Dahl, Christian ; Christensen, Bent Jesper.
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26. FIEGARCH-M and and International Crises: A Cross-Country Analysis. (2008). Zhu, Jie.
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27. Pricing Volatility of Stock Returns with Volatile and Persistent Components. (2008). Zhu, Jie.
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28. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
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29. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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30. Preferred Risk Habitat of Individual Investors. (2007). Huberman, Gur ; Dorn, Daniel.
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31. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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32. The Effect of Long Memory in Volatility on Stock Market Fluctuations. (2007). Nielsen, Morten ; Christensen, Bent Jesper.
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33. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
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34. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
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35. Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis. (2006). He, Xuezhong (Tony) ; Dieci, Roberto.
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36. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
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37. In Search of Distress Risk. (2006). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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38. Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. (2006). Chollete, Loran ; Chen, Jing.
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39. Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
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40. Stock returns and volatility: pricing the short-run and long-run components of market risk. (2006). Rosenberg, Joshua ; Adrian, Tobias.
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41. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
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42. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
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43. Aggregate idiosyncratic volatility in G7 countries. (2006). Guo, Hui.
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44. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
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45. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
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46. In search of distress risk. (2005). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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47. Downside Risk. (2005). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
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48. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
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49. Using implied volatility to measure uncertainty about interest rates. (2005). Neely, Christopher.
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50. Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter.
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51. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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52. A rational pricing explanation for the failure of CAPM. (2004). Guo, Hui.
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53. Does idiosyncratic risk matter: another look. (2003). Guo, Hui.
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