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Robert Savickas · Study
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Author
Robert Savickas
9 works
· latest 2010
· 1 institutions
cluster: provisional
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9
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9
Citations
718
Works here
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10
Most cited in this library
Average Idiosyncratic Volatility in G7 Countries
2007 · 206 citations
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
2005 · 158 citations
Event‐Induced Volatility and Tests for Abnormal Performance
2003 · 87 citations
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
2010 · 74 citations
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
2009 · 53 citations
Works
9 shown
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Journal of Banking & Finance
·
2010
·
2 authors
·
Open access
74
citations
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
Journal of Financial and Quantitative Analysis
·
2009
·
4 authors
53
citations
Average Idiosyncratic Volatility in G7 Countries
Review of Financial Studies
·
2007
·
2 authors
·
Open access
206
citations
Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence
SSRN Electronic Journal
·
2006
·
4 authors
·
preprint
·
Open access
35
citations
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Journal of Business and Economic Statistics
·
2005
·
2 authors
158
citations
On Inferring the Direction of Option Trades
Journal of Financial and Quantitative Analysis
·
2003
·
2 authors
·
Open access
40
citations
Event‐Induced Volatility and Tests for Abnormal Performance
The Journal of Financial Research
·
2003
·
1 author
·
Open access
87
citations
On the Statistical Significance of Event Effects on Unsystematic Volatility
The Journal of Financial Research
·
2002
·
2 authors
·
Open access
28
citations
A Simple Option‐Pricing Formula
Financial Review
·
2002
·
1 author
·
Open access
37
citations