Issues

Special Issue: Volatility and Higher Moments

The Cross-Section of Volatility and Expected Returns: Then and Now

Andrew Detzel; Jefferson Duarte; Avraham Kamara; Stephan Siegel; Celine Sun
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The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias

Seongkyu Gilbert Park; K. C. John Wei; Linti Zhang
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Has Idiosyncratic Volatility Increased? Not in Recent Times

Mardy Chiah; Philip Gharghori; Angel Zhong
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Idiosyncratic Equity Risk Two Decades Later

John Y. Campbell; Martin Lettau; Burton Malkiel; Yexiao Xu
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Trend and Reversal of Idiosyncratic Volatility Revisited

Markus Leippold; Michal Svatoň
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A New Look at Expected Stock Returns and Volatility

Russell P. Robins; Geoffrey Peter Smith
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Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management Pays

Juan Carlos Matallín-Sáez
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Expected Stock Market Returns and Volatility: Three Decades Later

Haimanot Kassa; Feifei Wang; Yan Xuemin (Sterling)
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Asset Pricing with Systematic Skewness: Two Decades Later

Dan Gabriel Anghel; Petre Caraiani; Alina Roşu; Ioanid Roşu
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Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence

Campbell R. Harvey; Akhtar Siddique
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Introduction

Juhani T. Linnainmaa
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