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Idiosyncratic volatility and security returns: evidence from the Asian Region
0 references·14 citing·46 second hop
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Cited by

  • 2017The Fix Is In: Properly Backing out Backfill Bias51 cited
  • 2021High‐frequency trading: Definition, implications, and controversies42 cited
  • 2015STOCK LIQUIDITY AND CORPORATE BOND YIELD SPREADS: THEORY AND EVIDENCE42 cited
  • 2014Country and industry convergence of equity markets: International evidence from club convergence and clustering41 cited
  • 2004Is idiosyncratic volatility priced?40 cited
  • 2021Secondary Market Transparency and Corporate Bond Issuing Costs40 cited
  • 2017Government Intervention and Arbitrage38 cited
  • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
  • 2007Does Idiosyncratic Volatility Matter? New Zealand Evidence25 cited
  • 2013Does Idiosyncratic Volatility Matter in the Emerging Markets? Istanbul Stock Exchange Evidence24 cited
  • 2014Comparisons of Asset Pricing Models in the Egyptian Stock Market20 cited
  • 2005Pricing of Equities in China: Evidence from the Shanghai Stock Exchange19 cited
  • 2019Dissecting the Yield Curve: The International Evidence18 cited
  • 2019On the Effects of Restricting Short-Term Investment18 cited

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