The Effect of Financial Statement Comparability on Idiosyncratic Return Volatility by Emphasis on the Financial Reporting Quality [PDF]
Journal of Asset Management and Financing, 2021 The present study aims to determine the effect of financial statement comparability on the idiosyncratic return volatility with emphasis on the quality of financial reporting.
Majid Hashemi Dehchi +2 more
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Earnings quality measures and stock return volatility in South Africa
Future Business Journal, 2022 This paper examined the association between various measures of earnings quality and stock return volatility of Johannesburg Stock Exchange (JSE)-listed companies for 10 years from 2009 to 2018.
Nyanine Chuele Fonou-Dombeu +3 more
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Jurnal Manajemen & Agribisnis, 2022 Government Sukuk (SBSN) has been launched since 2008, but it assumed illiquid. Therefore, the Ministry of Finance in 2020 regulates primary dealer for SBSN.
Tia Rahmina +2 more
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Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Identifying the causal relations between trading volume and stock returns and between trading volume and return volatility plays a vital role in identifying profitable investment opportunities.
Mohammad Reza Rostami +2 more
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The dual effect of idiosyncratic volatility on stock pricing and return
China Accounting and Finance Review, 2022 This study aims to examine what underlies the estimated relation between idiosyncratic volatility and realized return. Idiosyncratic volatility has a dual effect on stock pricing: it not only affects investors' expected return but also affects the ...
Zhuo (June) Cheng, Jing (Bob) Fang
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Book Building vs Fixed Price Revisited: The Case of Indonesia
Riset Akuntansi dan Keuangan Indonesia, 2022 We revisited the evidence on how IPO methods affect return (opening, close and initial return) and why does return affects the volatility in Indonesia.
Tri Utami +2 more
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Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [PDF]
تحقیقات مالی, 2020 Objective: The relationship between idiosyncratic volatility and expected return in finance has become a puzzle. While, based on modern portfolio theory, the relationship between risk and expected return is positive, many studies find a negative ...
Mehdi Asima, Reza Eyvazloo
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ESG Volatility Prediction Using GARCH and LSTM Models
Financial Internet Quarterly, 2023 This study aims to predict the ESG (environmental, social, and governance) return volatility based on ESG index data from 26 October 2017 and 31 March 2023 in the case of India.
Mishra Akshay Kumar +2 more
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Reducing Return Volatility: The Role of Earnings Quality and Corporate Reputation
Riset Akuntansi dan Keuangan Indonesia, 2023 This research aims to explore the influence of earnings quality and company reputation on stock return volatility in non-cyclical consumer companies listed on the Indonesia Stock Exchange (BEI) for the 2017-2021 period using quantitative methods.
Isnayni Sabila +3 more
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Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?
Energies, 2020 This paper examines the spillovers of return and volatility transmitted from fossil energies (crude oil and natural gas) and several important financial variables (stock market index, bonds, and the volatility index) to renewable stock markets in the US ...
Tiantian Liu, Shigeyuki Hamori
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