Determinants of cross sectional stock returns variation part 2 - systematic and idiosyncratic risks gan Aquino, Rodolfo Q.

The market for crash risk. gan Bates, David S.

Have individual stocks become more volatilen an empirical exploration of idiosyncratic risk

Trading volume : definitions, data analysis, and implications of portfolio theory gan Lo, Andrew W.

Dispersion and volatility in stock returns an empirical investigation gan Campbell, John Y.

RAtional contagion and the globalization of securities markets gan Calvo, Guillermo A.

Modeling the impacts of market activity on bid-ask spreads in the option market gan Cho, Young-Hye

Institutional investors and equity prices gan Gompers, Paul A.

Dating the integration of world equity markets gan Bekaert, Geert

Where is the market goingn uncertain facts novel theories. gan Cochrane, John H.

Click here to download the fulltext