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Publications by Tom Aabo

Idiosyncratic Volatility: An Indicator of Noise Trading?

Journal of Banking and Finance

English

Corporate Risk and the Humpback of CEO Narcissism

Review of Behavioral Finance

English

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Does Idiosyncratic Return Volatility Capture Information or Noise

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Aggregate Idiosyncratic Volatility

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Effects of Idiosyncratic Volatility in Asset Pricing

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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

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

SSRN Electronic Journal

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Volatility Management of High Frequency Trading Environments

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Noise Trading in Small Markets

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Trading on Noise: Moving Average Trading Heuristics and Private Investors

SSRN Electronic Journal

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Equity Option Pricing With Systematic and Idiosyncratic Volatility and Jump Risks

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