1.
What is the Expected Return on the Market?
by Martin, Ian
The Quarterly journal of economics, 2017, Vol.132 (1), p.367-433
2.
Social Performance and Firm Risk: Impact of the Financial Crisis
by Bouslah, Kais
Journal of business ethics, 2018, Vol.149 (3), p.643-669
3.
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
by Christoffersen, Peter
Management science, 2009, Vol.55 (12), p.1914-1932
4.
INFLATION DYNAMICS AND TIME-VARYING VOLATILITY: NEW EVIDENCE AND AN SS INTERPRETATION
by Vavra, Joseph
The Quarterly journal of economics, 2014, Vol.129 (1), p.215-258
5.
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
by Baker, Malcolm
Financial analysts journal, 2011, Vol.67 (1), p.40-54
6.
Legal vs. Normative CSR: Differential Impact on Analyst Dispersion, Stock Return Volatility, Cost of Capital, and Firm Value
by Harjoto, Maretno A
Journal of business ethics, 2015, Vol.128 (1), p.1-20
7.
Idiosyncratic Volatility and the Cross Section of Expected Returns
by Bali, Turan G
Journal of financial and quantitative analysis, 2008, Vol.43 (1), p.29-58
8.
Earnings Autocorrelation, Earnings Volatility, and Audit Fees
by Bryan, David B
Auditing : a journal of practice and theory, 2018, Vol.37 (3), p.47-69
9.
Volatility and the natural resource curse
by van der Ploeg, Frederick
Oxford economic papers, 2009, Vol.61 (4), p.727-760
10.
A Theory of Volatility Spreads
by Bakshi, Gurdip
Management science, 2006, Vol.52 (12), p.1945-1956
11.
Pricing Kernels with Stochastic Skewness and Volatility Risk
by Fousseni Chabi-Yo
Management science, 2012, Vol.58 (3), p.624-640
12.
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
by Garcia, René
Journal of financial and quantitative analysis, 2014, Vol.49 (5-6), p.1133-1165
13.
Volatility Forecasting Using Financial Statement Information
by Sridharan, Suhas A.
The Accounting review, 2015, Vol.90 (5), p.2079-2106
14.
What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?
by Fink, Jason
Journal of financial and quantitative analysis, 2010, Vol.45 (5), p.1253-1278
15.
Heterogeneity in Beliefs and Volatility Tail Behavior
by Bakshi, Gurdip
Journal of financial and quantitative analysis, 2015, Vol.50 (6), p.1389-1414
16.
Global Dual Sourcing: Tailored Base-Surge Allocation to Near- and Offshore Production
by Allon, Gad
Management science, 2010, Vol.56 (1), p.110-124
17.
Idiosyncratic Volatility and Expected Returns at the Global Level
by Umutlu, Mehmet
Financial analysts journal, 2015, Vol.71 (6), p.58-71
18.
The Information Content of Idiosyncratic Volatility
by Jiang, George J
Journal of financial and quantitative analysis, 2009, Vol.44 (1), p.1-28
19.
The Impact of Corporate Environmental Performance on Market Risk: The Australian Industry Case
by Muhammad, Noor
Journal of business ethics, 2015, Vol.132 (2), p.347-362
