Matches in SemOpenAlex for { <https://semopenalex.org/work/W1966202232> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W1966202232 endingPage "328" @default.
- W1966202232 startingPage "311" @default.
- W1966202232 abstract "ABSTRACT Based on studies of idiosyncratic volatility developed in the recent literature, this study analyzes its relation with expected returns through the breakdown of idiosyncratic volatility in the Brazilian stock market and presents evidence of the importance of expected idiosyncratic volatility for asset pricing. We study the impact of the expected and unexpected components of idiosyncratic volatility on the returns of shares listed on the BOVESPA between 2004 and 2011. The results show a strong positive and significant relation between expected idiosyncratic volatility and returns. This evidence is highlighted when we use unexpected idiosyncratic volatility to control for unexpected returns. Additional robustness tests, controlling for size and momentum effects, also have positive and significant coefficients, corroborating previous findings." @default.
- W1966202232 created "2016-06-24" @default.
- W1966202232 creator A5008494706 @default.
- W1966202232 creator A5028558875 @default.
- W1966202232 creator A5030969321 @default.
- W1966202232 creator A5066014245 @default.
- W1966202232 creator A5079839224 @default.
- W1966202232 creator A5091483358 @default.
- W1966202232 date "2012-10-01" @default.
- W1966202232 modified "2023-10-18" @default.
- W1966202232 title "The Breakdown of Idiosyncratic Volatility Into Expected and Unexpected Components and Its Effects on Stock Returns in Brazil" @default.
- W1966202232 cites W1971432209 @default.
- W1966202232 cites W1995834279 @default.
- W1966202232 cites W2080982850 @default.
- W1966202232 cites W2113208252 @default.
- W1966202232 cites W2117178635 @default.
- W1966202232 cites W2141679668 @default.
- W1966202232 cites W3121128063 @default.
- W1966202232 cites W3121275215 @default.
- W1966202232 cites W3122244915 @default.
- W1966202232 cites W3122824160 @default.
- W1966202232 cites W3123443250 @default.
- W1966202232 cites W3123693334 @default.
- W1966202232 cites W3125195923 @default.
- W1966202232 cites W3125744792 @default.
- W1966202232 cites W3216651525 @default.
- W1966202232 cites W4230661391 @default.
- W1966202232 doi "https://doi.org/10.1080/10978526.2012.749109" @default.
- W1966202232 hasPublicationYear "2012" @default.
- W1966202232 type Work @default.
- W1966202232 sameAs 1966202232 @default.
- W1966202232 citedByCount "1" @default.
- W1966202232 countsByYear W19662022322017 @default.
- W1966202232 crossrefType "journal-article" @default.
- W1966202232 hasAuthorship W1966202232A5008494706 @default.
- W1966202232 hasAuthorship W1966202232A5028558875 @default.
- W1966202232 hasAuthorship W1966202232A5030969321 @default.
- W1966202232 hasAuthorship W1966202232A5066014245 @default.
- W1966202232 hasAuthorship W1966202232A5079839224 @default.
- W1966202232 hasAuthorship W1966202232A5091483358 @default.
- W1966202232 hasConcept C106159729 @default.
- W1966202232 hasConcept C117996083 @default.
- W1966202232 hasConcept C127413603 @default.
- W1966202232 hasConcept C13290067 @default.
- W1966202232 hasConcept C149782125 @default.
- W1966202232 hasConcept C162324750 @default.
- W1966202232 hasConcept C181236170 @default.
- W1966202232 hasConcept C192620184 @default.
- W1966202232 hasConcept C204036174 @default.
- W1966202232 hasConcept C24189920 @default.
- W1966202232 hasConcept C44731940 @default.
- W1966202232 hasConcept C556758197 @default.
- W1966202232 hasConcept C78519656 @default.
- W1966202232 hasConcept C80212096 @default.
- W1966202232 hasConcept C91602232 @default.
- W1966202232 hasConceptScore W1966202232C106159729 @default.
- W1966202232 hasConceptScore W1966202232C117996083 @default.
- W1966202232 hasConceptScore W1966202232C127413603 @default.
- W1966202232 hasConceptScore W1966202232C13290067 @default.
- W1966202232 hasConceptScore W1966202232C149782125 @default.
- W1966202232 hasConceptScore W1966202232C162324750 @default.
- W1966202232 hasConceptScore W1966202232C181236170 @default.
- W1966202232 hasConceptScore W1966202232C192620184 @default.
- W1966202232 hasConceptScore W1966202232C204036174 @default.
- W1966202232 hasConceptScore W1966202232C24189920 @default.
- W1966202232 hasConceptScore W1966202232C44731940 @default.
- W1966202232 hasConceptScore W1966202232C556758197 @default.
- W1966202232 hasConceptScore W1966202232C78519656 @default.
- W1966202232 hasConceptScore W1966202232C80212096 @default.
- W1966202232 hasConceptScore W1966202232C91602232 @default.
- W1966202232 hasIssue "4" @default.
- W1966202232 hasLocation W19662022321 @default.
- W1966202232 hasOpenAccess W1966202232 @default.
- W1966202232 hasPrimaryLocation W19662022321 @default.
- W1966202232 hasRelatedWork W1537425575 @default.
- W1966202232 hasRelatedWork W1701612953 @default.
- W1966202232 hasRelatedWork W1905182772 @default.
- W1966202232 hasRelatedWork W1995372430 @default.
- W1966202232 hasRelatedWork W2183435474 @default.
- W1966202232 hasRelatedWork W2335062910 @default.
- W1966202232 hasRelatedWork W2364697546 @default.
- W1966202232 hasRelatedWork W2963327618 @default.
- W1966202232 hasRelatedWork W3150449941 @default.
- W1966202232 hasRelatedWork W4285359971 @default.
- W1966202232 hasVolume "13" @default.
- W1966202232 isParatext "false" @default.
- W1966202232 isRetracted "false" @default.
- W1966202232 magId "1966202232" @default.
- W1966202232 workType "article" @default.