Special Issue on Volatility and Higher Moments【系列文章】

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

【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

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Volatility Special Moments Higher moment

请按照版规https://bbs.pinggu.org/thread-4820326-1-1.html，规范求助格式，一帖求一文，具体解释见帖子：https://bbs.pinggu.org/thread-4492707-1-1.html

giresse 发表于 2024-3-17 10:44
请按照版规https://bbs.pinggu.org/thread-4820326-1-1.html，规范求助格式，一帖求一文，具体解释见帖子： ...

好的，烦请帮忙关闭该帖，我再单独发文求助，谢谢。

MemMao 发表于 2024-3-17 11:12
好的，烦请帮忙关闭该帖，我再单独发文求助，谢谢。

已经移除悬赏，并返还论坛币。

Has Idiosyncratic Volatility Increased Not in Recent Times.pdf (1.86 MB, 需要: 1 个论坛币)

2024-3-17 14:23:19 上传

需要: 1 个论坛币  [购买]

The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Re(2).pdf (613.9 KB, 需要: 1 个论坛币)

2024-3-17 14:26:05 上传

需要: 1 个论坛币  [购买]

qy_The Cross-Section of Volatility and Expected Returns Then and Now.pdf (434.88 KB, 需要: 1 个论坛币)

2024-3-17 14:26:18 上传

需要: 1 个论坛币  [购买]

无比感谢！ @giresse

好资料。