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A New Value-to-Price Anomaly and the Idiosyncratic Risk Journal article
Lee-Seok Hwang, Byungcherl Charlie Sohn. A New Value-to-Price Anomaly and the Idiosyncratic Risk[J]. Korean Accounting Review, 2014, 39(2), 35-76.
Authors:  Lee-Seok Hwang;  Byungcherl Charlie Sohn
Favorite | TC[Scopus]:0 | Submit date:2019/09/04
Abandonment Option  Value-to-price Anomaly  Idiosyncratic Risk  Arbitrage  
Investor Overconfidence and the Increase in Idiosyncratic Risk Journal article
Eric C. Chang, Yan Luo, Jinjuan Ren. Investor Overconfidence and the Increase in Idiosyncratic Risk[J]. SSRN Electronic Journal, 2012.
Authors:  Eric C. Chang;  Yan Luo;  Jinjuan Ren
Favorite | TC[Scopus]:0 | Submit date:2019/09/25
Overconfidence  Idiosyncratic Risk  
Extreme downside risk and expected stock returns Journal article
Huang W., Liu Q., Ghon Rhee S., Wu F.. Extreme downside risk and expected stock returns[J]. Journal of Banking and Finance, 2012, 36(5), 1492.
Authors:  Huang W.;  Liu Q.;  Ghon Rhee S.;  Wu F.
Favorite | TC[WOS]:86 TC[Scopus]:94 | Submit date:2018/10/30
Bankruptcy Risk  Extreme Downside Risk  Generalized Extreme Value Distribution  Idiosyncratic Risk