Using 2663 Chinese A-share listed companies from 2003 to 2019, we investigate the
relationship between geopolitical risk (GPR) and firm idiosyncratic volatility through panel …

By using evidence of the pricing of idiosyncratic skewness (IS), which can represent
gambling preferences, our paper finds that the Chinese stock market has a significant …

We study the effects of a firm's decision to disclose carbon emissions and carbon emissions
intensity on the idiosyncratic volatility (IdVol) of US S&P 500 firms from 2009 to 2019. We …

This paper investigates the existence of a tradeoff between corporate investment (ie,
tangible and intangible) and corporate social responsibility (CSR) in the presence of the …

This paper studies the idiosyncratic volatility (IV) puzzle in the Australian equity market. I
document a negative relation between IV and future stock returns. More importantly, this is …

A key prediction of the Capital Asset Pricing Model (CAPM) is that idiosyncratic risk is not
priced by investors because in the absence of frictions it can be fully diversified away. In the …

There is strong evidence showing that stocks with higher levels of idiosyncratic risk provide
relatively lower returns than stocks with lower levels of it. This paper points out that this …

†******* Today, policy-making in times of financial crisis with the aim of neutralizing the
adverse economic, social and political consequences has become one of the most important …

Firm-specific risk causes opinion differences on whether it relates to price informativeness or
errors. The main difference is related to the disparity in information transparency. Therefore …

Our study offers intriguing evidence on the much-debated idiosyncratic volatility (IdVol)
puzzle from a climate risk perspective. Using a set of US-listed stocks from July 2010 to …