Balance sheet explanations for asymmetric volatility

Keywords

Volatility (finance), Economics, Financial economics, Stock (firearms), Balance sheet

References

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Cited by

• The long-run behavior of firms' stock returns: Evidence and interpretationsGregory R. Duffee — 2002
• Real Options, Volatility, and Stock ReturnsGustavo Grullon, Evgeny Lyandres, Alexei Zhdanov — 2012
• Information content and other characteristics of the daily cross-sectional dispersion in stock returnsRobert A. Connolly, Chris T. Stivers — 2006
• The Impact of Trades on Daily VolatilityDoron Avramov, Tarun Chordia, Amit Goyal — 2006
• Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate ReturnsRui Albuquerque — 2012
• Book-to-Market Ratio and Skewness of Stock ReturnXiao‐Jun Zhang — 2010
• Do Envious CEOs Cause Merger WavesAnjan V. Thakor, Anand M. Goel — 2010
• Strategic Choice and Financial Structure in Casual Themed RestaurantsJoung-Eun Kim — 2008
• A comparative analysis of the volatility nature of cryptocurrency and JSE marketForbes Kaseke, Shaun Ramroop, Henry Mwambi — 2022
• Market Shocks and Stock Volatility: Evidence from Emerging and Developed MarketsMosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad — 2024
• Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate ReturnsRui Albuquerque — 2011
• Real Options, Volatility, and Stock ReturnsGustavo Grullon, Evgeny Lyandres, Alexei Zhdanov — 2010
• Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate ReturnsRui Albuquerque — 2012
• Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock ReturnsChi Wan, Zhijie Xiao — 2014
• Managerial Efforts and the Nature of Skewness in Stock ReturnsDaruo Xie — 2019
• The long-run behavior of firms’ stock returns: Evidence and interpretationsGregory R. Duffee
• Real Options , Volatility , and Stock Returns September2010
• Information Content and Other Characteristics of Daily Cross-firm Stock Volatility 1Robert A. Connolly, Chris Stivers — 2004
• Forthcoming, Review of Financial StudiesDO Envious, C. Cause, Merger Waves — 2008

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