【作者(必填)】Juhani Linnainmaa

【文题(必填)】Special Issue on Volatility and Higher Moments【系列文章】

【年份(必填)】2023

【全文链接或数据库名称(选填)】https://www.nowpublishers.com/CFR/special-issues/CFRV12N1-4
Volume 12, Issue 1-4IntroductionJuhani T. Linnainmaa
Volume 12, Issue 1-4The Cross-Section of Volatility and Expected Returns: Then and NowAndrew Detzel  |  Jefferson Duarte  |  Avraham Kamara  |  Stephan Siegel  |  Celine Sun
Volume 12, Issue 1-4The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead BiasSeongkyu Gilbert Park  |  K. C. John Wei  |  Linti Zhang
Volume 12, Issue 1-4Has Idiosyncratic Volatility Increased? Not in Recent TimesMardy Chiah  |  Philip Gharghori  |  Angel Zhong
Volume 12, Issue 1-4Trend and Reversal of Idiosyncratic Volatility RevisitedMarkus Leippold  |  Michal Svatoň
Volume 12, Issue 1-4Idiosyncratic Equity Risk Two Decades LaterJohn Y. Campbell  |  Martin Lettau  |  Burton Malkiel  |  Yexiao Xu
Volume 12, Issue 1-4A New Look at Expected Stock Returns and VolatilityRussell P. Robins  |  Geoffrey Peter Smith
Volume 12, Issue 1-4Expected Stock Market Returns and Volatility: Three Decades LaterHaimanot Kassa  |  Feifei Wang  |  Yan Xuemin (Sterling)
Volume 12, Issue 1-4Asset Pricing with Systematic Skewness: Two Decades LaterDan Gabriel Anghel  |  Petre Caraiani  |  Alina Roşu  |  Ioanid Roşu
Volume 12, Issue 1-4Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample EvidenceCampbell R. Harvey  |  Akhtar Siddique
Volume 12, Issue 1-4Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management PaysJuan Carlos Matallín-Sáez