Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Christos Pantzalis
Idiosyncratic Volatility: An Indicator of Noise Trading?
Journal of Banking and Finance
Economics
Econometrics
Finance
Related publications
Does Idiosyncratic Return Volatility Capture Information or Noise
International Journal of Trade and Global Markets
International Management
Economics
Econometrics
Business
Finance
Aggregate Idiosyncratic Volatility
Effects of Idiosyncratic Volatility in Asset Pricing
Revista Contabilidade e Financas
Accounting
Finance
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns
SSRN Electronic Journal
Volatility Management of High Frequency Trading Environments
Noise Trading in Small Markets
Journal of Finance
Accounting
Economics
Econometrics
Finance
Trading on Noise: Moving Average Trading Heuristics and Private Investors
SSRN Electronic Journal
Equity Option Pricing With Systematic and Idiosyncratic Volatility and Jump Risks
Journal of Risk and Financial Management