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Firm Age and Fluctuations in Idiosyncratic Risk
6 references·1 citing·32 second hop
Firm Age and Fluctuations in Idiosyncratic Risk (2006)Firm Age and Fluctuations in Idiosyncrati…Why Did Individual Stocks Become More Volatile?* (2006)Why Did Individual Stocks Bec…New lists: Fundamentals and survival rates (2004)New lists: Fundamentals and s…Investigating the Behavior of Idiosyncratic Volatility* (2003)Investigating the Behavior of…Stock Valuation and Learning About Profitability (2002)Stock Valuation and Learning …Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)Have Individual Stocks Become…Industry costs of equity (1997)Industry costs of equityCommon Patterns in Commonality in Returns, Liquidity, and Turnover Around the World (2008)Common Patterns in Commonalit…Law and Finance (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006)Firm-specific risk and equity market development☆ (2007)Individual Investors and Volatility: (ex Chaining up noise traders) (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Corporate financing and investment decisions when firms have information that investors do not have (1984)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2005)Average Idiosyncratic Volatility in G7 Countries (2007)High-Frequency Trading, Stock Volatility, and Price Discovery (2010)The Econometrics of Event Studies (2004)Does the stock market value bank diversification? (2007)A Rational Theory of Mutual Funds' Attention Allocation (2016)F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri (2016)INITIAL PUBLIC OFFERINGS (1988)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)A Review of IPO Activity, Pricing, and Allocations (2002)Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)ARCH modeling in finance (1992)Idiosyncratic Volatility and Product Market Competition* (2006)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)ESG Disclosure and Idiosyncratic Risk in Initial Public Offerings (2021)
this work references cited by second hop

References

  • 1997Industry costs of equity5,793 cited
  • 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk663 cited
  • 2004New lists: Fundamentals and survival rates646 cited
  • 2003Investigating the Behavior of Idiosyncratic Volatility*541 cited
  • 2006Why Did Individual Stocks Become More Volatile?*381 cited
  • 2002Stock Valuation and Learning About Profitability239 cited

Cited by

  • 2008Common Patterns in Commonality in Returns, Liquidity, and Turnover Around the World24 cited

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