Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Low-risk anomaly; Abnormal returns; Return predictability; Mispricing; Stock market anomalies; Monte Carlo simulation; G12; G14;
مقالات ISI نوسانات ایدیوسینراکتیک (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: نوسانات ایدیوسینراکتیک; G01; G10; Financial crisis; Industry volatility; Market volatility; Idiosyncratic volatility;
Keywords: نوسانات ایدیوسینراکتیک; G12; G14; Information diffusion; Firm-specific information; Idiosyncratic volatility; Information asymmetry; Internet stock message boards;
Keywords: نوسانات ایدیوسینراکتیک; Total volatility; Idiosyncratic volatility; Maximum weekly returns; Asset pricing; Weekly data; Hong Kong stock markets; G11; G12;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Anomalies; Mispricing; Fama-French model; Asset pricing; G13;
Keywords: نوسانات ایدیوسینراکتیک; G12; G15; Limits of arbitrage; Idiosyncratic volatility; China stock market;
Keywords: نوسانات ایدیوسینراکتیک; Microblogging; Sina Weibo; Firm-specific return variation; Idiosyncratic volatility; Chinese stock market;
Keywords: نوسانات ایدیوسینراکتیک; Herding behavior; Idiosyncratic volatility; Interest rate; Exchange rate;
Keywords: نوسانات ایدیوسینراکتیک; Firm life cycle; Idiosyncratic volatility; Cash flow volatility; Information uncertainty;
Keywords: نوسانات ایدیوسینراکتیک; C2; C3; C58; E5; G11; Idiosyncratic volatility; Conditional exponential generalized heteroscedasticity model; Firm characteristics; Liquidity; Size and momentum;
Keywords: نوسانات ایدیوسینراکتیک; G12; D40; Product market competition; Idiosyncratic volatility; Systematic volatility; Pairwise stock-returns' correlations;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Market volatility; Equity mispricing; Market efficiency; G12; G14;
Keywords: نوسانات ایدیوسینراکتیک; G11; G14; G24; Stock splits; Liquidity; Idiosyncratic volatility; Price informativeness; Institutional investors;
Keywords: نوسانات ایدیوسینراکتیک; G10; G30; Customer-base concentration; Idiosyncratic volatility; Stock return volatility; Network connections; Supply chain;
Keywords: نوسانات ایدیوسینراکتیک; G10; G11; G14; G17; Extreme returns; Implied volatility; Conditional volatility; Idiosyncratic volatility; Expected shortfall;
Keywords: نوسانات ایدیوسینراکتیک; G31; G32; O32; Growth option; Idiosyncratic volatility; R&D investment; Uncertainty;
Keywords: نوسانات ایدیوسینراکتیک; G12; G14; Momentum; Idiosyncratic volatility; Market dynamics; Arbitrage cost; Overconfidence;
Keywords: نوسانات ایدیوسینراکتیک; Total volatility; Idiosyncratic volatility; Corporate disclosure; Media coverage; G12; G14;
Keywords: نوسانات ایدیوسینراکتیک; G13; G14; Commodity futures; Idiosyncratic volatility; Backwardation; Contango;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Managerial power; Corporate governance; Asset pricing; Market power;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Cross sectional variance; Higher order moments; Fama French model; Trading strategies;
Keywords: نوسانات ایدیوسینراکتیک; Dividends; Signaling; Information asymmetry; Volatility; Idiosyncratic volatility;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Excess return; G12;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Cross-sectional returns; Public information arrival; News sentiment; G12; G14;
Keywords: نوسانات ایدیوسینراکتیک; Insider trading; Information asymmetry; Idiosyncratic volatility; G14; G34;
Keywords: نوسانات ایدیوسینراکتیک; G120; Liquidity; Asset pricing; Idiosyncratic volatility; Expected returns;
Keywords: نوسانات ایدیوسینراکتیک; Corporate investment; Uncertainty; Agency conflicts; Executive compensation; Idiosyncratic volatility;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Corporate social responsibility; Stakeholder risk; D84; E44; F30; G17; C53;
Keywords: نوسانات ایدیوسینراکتیک; G30; G34; Option backdating; CEO luck; Lucky CEOs; Informativeness; Idiosyncratic volatility; Transparency;
Keywords: نوسانات ایدیوسینراکتیک; R&D; Idiosyncratic volatility; Risk; Asymmetric information; Stock return; Innovation; High-tech firms
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic risk; Idiosyncratic dispersion; Idiosyncratic volatility; Corporate bond price; Australian bond marketsG10; G12; G14
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Short-sale constraints; IPO lockup; Option introduction; Short-sale banG12; G14; G18
Keywords: نوسانات ایدیوسینراکتیک; D82; G15; G34; Idiosyncratic volatility; Mergers and acquisitions; Emerging markets;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Cross-sectional variation in stock returns; Diversification; G12; G14;
Keywords: نوسانات ایدیوسینراکتیک; G12; C21; Idiosyncratic volatility; Idiosyncratic volatility premium; Cross-section of stock returns; Generalized Method of Moments;
Keywords: نوسانات ایدیوسینراکتیک; G12; D83; D92; Idiosyncratic volatility; Incomplete information; Cross-section of stock returns;
Keywords: نوسانات ایدیوسینراکتیک; G12; G14; Time-series forecast dispersion; Cross-sectional forecast dispersion; Analysts' earnings forecasts; Systematic risk components; Idiosyncratic volatility; Macroeconomic conditions;
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Cross-section of stock returns; Lottery preferences; Market frictionsG12; G14
Keywords: نوسانات ایدیوسینراکتیک; Herding; Idiosyncratic volatility; Equity return dispersion; Financial crisis
Heterogeneous effects of the SEC's Securities Offering Reform
Keywords: نوسانات ایدیوسینراکتیک; G14; G32; G38; M40; Securities Offering Reform; Seasoned Equity Offerings; Idiosyncratic volatility; Market conditioning;
Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic tail risk; Extreme value theory; Idiosyncratic volatility; Return predictability; G12;
Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500
Keywords: نوسانات ایدیوسینراکتیک; G10; G12; Idiosyncratic volatility; Cash flow volatility; DuPont analysis; S&P 500 companies;
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China
Keywords: نوسانات ایدیوسینراکتیک; Idiosyncratic volatility; Cross section of stock returns; Firm-level volatility; Common trend; A-Share stock of China;
Time variation of MAX-premium with market volatility: Evidence from Korean stock market
Keywords: نوسانات ایدیوسینراکتیک; Salience; Attention; Lottery; Idiosyncratic volatility; Korea; G11; G12; G41;
Political uncertainty and a firm's credit risk: Evidence from the international CDS market
Keywords: نوسانات ایدیوسینراکتیک; E44; E63; G18; G32; G33; Political uncertainty; National elections; Credit risk; Idiosyncratic volatility; Rollover risk;
R2 and idiosyncratic volatility: Which captures the firm-specific return variation?
Keywords: نوسانات ایدیوسینراکتیک; R2; Idiosyncratic volatility; Short selling; Firm-specific return variation; Information environment;
The MAX effect: An exploration of risk and mispricing explanations
Keywords: نوسانات ایدیوسینراکتیک; G13; MAX; Lottery; Idiosyncratic volatility; Mispricing; Risk factor;
When R2 meets the short-sales constraints
Keywords: نوسانات ایدیوسینراکتیک; G14; G15; R2; Price efficiency; Short-selling; Idiosyncratic volatility;
The MAX effect: European evidence
Keywords: نوسانات ایدیوسینراکتیک; G11; G12; G15; Maximum daily return; Cross-sectional return predictability; International markets; Idiosyncratic volatility; Cash flow volatility; Profitability;
The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
Keywords: نوسانات ایدیوسینراکتیک; C12; G14; Q42; Renewable energy; Nuclear energy; Event study; Cross-sectional analysis; Fukushima Daiichi; 4-Factor model; Idiosyncratic volatility; Model parameters;