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1. 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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2. Asset Pricing with Idiosyncratic Shocks. (2016). Vanitcharearntham, Vimut ; Srisuksai, Pithak.
   In: Applied Economics Journal.
   RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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3. Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10152.

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4. 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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5. The volatility effect in emerging markets. (2013). Vliet, Pim ; Blitz, David ; van Vliet, Pim ; Pang, Juan.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:16:y:2013:i:c:p:31-45.

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6. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
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7. Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Saad, Mohsen ; Bley, Jorg.
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   RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554.

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