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Publications by Claudia Pereira
Does Idiosyncratic Return Volatility Capture Information or Noise
International Journal of Trade and Global Markets
International Management
Economics
Econometrics
Business
Finance
Accounting Accruals and Information Asymmetry in Europe
Prague Economic Papers
Economics
Econometrics
Finance
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Idiosyncratic Volatility: An Indicator of Noise Trading?
Journal of Banking and Finance
Economics
Econometrics
Finance
Aggregate Idiosyncratic Volatility
Separating Up From Down: New Evidence on the Idiosyncratic Volatility - Return Relation
SSRN Electronic Journal
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Effects of Idiosyncratic Volatility in Asset Pricing
Revista Contabilidade e Financas
Accounting
Finance
Does Noise Shift or Delete Spikes?
BMC Neuroscience
Neuroscience
Cellular
Molecular Neuroscience
The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns
SSRN Electronic Journal
The Distribution of Stock Return Volatility
Fundamentals or Managerial Discretion? The Relationship Between Accrual Variability and Future Stock Return Volatility
Abacus
Accounting