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Publications by Antonio Cerqueira

Does Idiosyncratic Return Volatility Capture Information or Noise

International Journal of Trade and Global Markets
International ManagementEconomicsEconometricsBusinessFinance
2018English

Accounting Accruals and Information Asymmetry in Europe

Prague Economic Papers
EconomicsEconometricsFinance
2015English

Related publications

Idiosyncratic Volatility: An Indicator of Noise Trading?

Journal of Banking and Finance
EconomicsEconometricsFinance
2017English

Aggregate Idiosyncratic Volatility

2010English

Separating Up From Down: New Evidence on the Idiosyncratic Volatility - Return Relation

SSRN Electronic Journal
2007English

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

2012English

Effects of Idiosyncratic Volatility in Asset Pricing

Revista Contabilidade e Financas
AccountingFinance
2016English

Does Noise Shift or Delete Spikes?

BMC Neuroscience
NeuroscienceCellularMolecular Neuroscience
2013English

The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns

SSRN Electronic Journal
2006English

The Distribution of Stock Return Volatility

2000English

Fundamentals or Managerial Discretion? The Relationship Between Accrual Variability and Future Stock Return Volatility

Abacus
Accounting
2013English

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