Author:
Bali Turan G.,Cakici Nusret,Levy Haim
Subject
Economics and Econometrics,Finance
Reference27 articles.
1. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
2. Does idiosyncratic risk really matter?;Bali;Journal of Finance,2005
3. Idiosyncratic volatility and the cross-section of expected returns;Bali;Journal of Financial and Quantitative Analysis,2008
4. Trading is hazardous to your wealth: the common stock investment performance of individual investors;Barber;Journal of Finance,2000
5. Bekaert, G., Hodrick, R.J., Zhang, X., 2005. International stock return comovements, Working Paper, Columbia University and Cornell University.
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37 articles.
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