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1
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

The Journal of finance (New York), 2015-10, Vol.70 (5), p.1903-1948 [Peer Reviewed Journal]

2015 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2015 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12286 ;CODEN: JLFIAN

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2
On Volatility Transmission between Gold and Silver Markets: Evidence from A Long-Term Historical Period
On Volatility Transmission between Gold and Silver Markets: Evidence from A Long-Term Historical Period
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On Volatility Transmission between Gold and Silver Markets: Evidence from A Long-Term Historical Period

Computation, 2023-02, Vol.11 (2), p.25 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2079-3197 ;EISSN: 2079-3197 ;DOI: 10.3390/computation11020025

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3
Uncertainty about Government Policy and Stock Prices
Uncertainty about Government Policy and Stock Prices
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Uncertainty about Government Policy and Stock Prices

The Journal of finance (New York), 2012-08, Vol.67 (4), p.1219-1264 [Peer Reviewed Journal]

2012 The American Finance Association ;2012 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2012 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2012.01746.x ;CODEN: JLFIAN

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4
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
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Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

The Journal of finance (New York), 2009-04, Vol.64 (2), p.579-629 [Peer Reviewed Journal]

Copyright 2009 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01444.x ;CODEN: JLFIAN

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5
Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
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Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals

The American economic review, 2015-02, Vol.105 (2), p.860-885 [Peer Reviewed Journal]

Copyright© 2015 American Economic Association ;Copyright American Economic Association Feb 2015 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.20131314 ;CODEN: AENRAA

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6
Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
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Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models

Mathematics (Basel), 2021-01, Vol.9 (2), p.185 [Peer Reviewed Journal]

2021. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7390 ;EISSN: 2227-7390 ;DOI: 10.3390/math9020185

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7
An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies
An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies
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An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies

Risks (Basel), 2023-10, Vol.11 (10), p.182 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-9091 ;EISSN: 2227-9091 ;DOI: 10.3390/risks11100182

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8
Who Gambles in the Stock Market?
Who Gambles in the Stock Market?
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Who Gambles in the Stock Market?

The Journal of finance (New York), 2009-08, Vol.64 (4), p.1889-1933 [Peer Reviewed Journal]

Copyright 2009 The American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01483.x ;CODEN: JLFIAN

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9
On the risk spillover from Bitcoin to Altcoins: The fear of missing out and pump-and-dump scheme effects
On the risk spillover from Bitcoin to Altcoins: The fear of missing out and pump-and-dump scheme effects
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On the risk spillover from Bitcoin to Altcoins: The fear of missing out and pump-and-dump scheme effects

Journal of risk and financial management, 2023-01, Vol.16 (1), p.1-15 [Peer Reviewed Journal]

2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16010041

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10
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
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Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods

Future business journal, 2024-12, Vol.10 (1), p.22-15 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2314-7202 ;EISSN: 2314-7210 ;DOI: 10.1186/s43093-024-00314-8

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11
Market instability and the size-variance relationship
Market instability and the size-variance relationship
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Market instability and the size-variance relationship

Scientific reports, 2021-03, Vol.11 (1), p.5737-5737, Article 5737 [Peer Reviewed Journal]

The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;The Author(s) 2021 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-021-84680-1 ;PMID: 33707485

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12
Are Stocks Really Less Volatile in the Long Run?
Are Stocks Really Less Volatile in the Long Run?
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Are Stocks Really Less Volatile in the Long Run?

The Journal of finance (New York), 2012-04, Vol.67 (2), p.431-478 [Peer Reviewed Journal]

2012 American Finance Association ;2012 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2012 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2012.01722.x ;CODEN: JLFIAN

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13
A Managed Volatility Investment Strategy for Pooled Annuity Products
A Managed Volatility Investment Strategy for Pooled Annuity Products
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A Managed Volatility Investment Strategy for Pooled Annuity Products

Risks (Basel), 2022-06, Vol.10 (6), p.121 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-9091 ;EISSN: 2227-9091 ;DOI: 10.3390/risks10060121

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14
Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model
Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model
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Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model

Systems science & control engineering, 2023-12, Vol.11 (1) [Peer Reviewed Journal]

2023 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group 2023 ;2023 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2164-2583 ;EISSN: 2164-2583 ;DOI: 10.1080/21642583.2023.2186962

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15
Are Sustainability Indices Infected by the Volatility of Stock Indices? Analysis before and after the COVID-19 Pandemic
Are Sustainability Indices Infected by the Volatility of Stock Indices? Analysis before and after the COVID-19 Pandemic
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Are Sustainability Indices Infected by the Volatility of Stock Indices? Analysis before and after the COVID-19 Pandemic

Sustainability, 2022-11, Vol.14 (22), p.15434 [Peer Reviewed Journal]

COPYRIGHT 2022 MDPI AG ;2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su142215434

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16
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
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When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

The Journal of finance (New York), 2014-02, Vol.69 (1), p.101-137 [Peer Reviewed Journal]

2014 American Finance Association ;2013 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12095 ;CODEN: JLFIAN

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17
Media Frenzies in Markets for Financial Information
Media Frenzies in Markets for Financial Information
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Media Frenzies in Markets for Financial Information

The American economic review, 2006-06, Vol.96 (3), p.577-601 [Peer Reviewed Journal]

Copyright 2006 The American Economic Association ;Copyright American Economic Association Jun 2006 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.96.3.577 ;CODEN: AENRAA

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18
Behavioral Finance and the Coronavirus Bear Market
Behavioral Finance and the Coronavirus Bear Market
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Behavioral Finance and the Coronavirus Bear Market

The journal of wealth management, 2020-12, Vol.23 (2), p.70-74 [Peer Reviewed Journal]

2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.23.2.070

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19
Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model
Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model
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Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model

Mathematics (Basel), 2023-09, Vol.11 (17), p.3695 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7390 ;EISSN: 2227-7390 ;DOI: 10.3390/math11173695

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20
A Theory of Debt Maturity: The Long and Short of Debt Overhang
A Theory of Debt Maturity: The Long and Short of Debt Overhang
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A Theory of Debt Maturity: The Long and Short of Debt Overhang

The Journal of finance (New York), 2014-04, Vol.69 (2), p.719-762 [Peer Reviewed Journal]

2014 American Finance Association ;2014 The American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12118 ;CODEN: JLFIAN

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