On the relation between EGARCH idiosyncratic volatility and expected stock returns H Guo, H Kassa, MF Ferguson Journal of Financial and Quantitative Analysis 49 (1), 271-296, 2014 | 114 | 2014 |
What information matters to investors at different stages of a firm's life cycle? V Dickinson, H Kassa, PD Schaberl Advances in Accounting 42, 22-33, 2018 | 70 | 2018 |
Idiosyncratic risk, investor base, and returns DC Chichernea, MF Ferguson, H Kassa Financial Management 44 (2), 267-293, 2015 | 39 | 2015 |
Does MAX Matter for Mutual Funds? B Goldie, T Henry, H Kassa European Financial Management 25 (4), 777-806, 2019 | 21 | 2019 |
Hazard stocks and expected returns RJ DeLisle, MF Ferguson, H Kassa, GR Zaynutdinova Journal of Banking & Finance 125, 106094, 2021 | 15 | 2021 |
Lottery preferences and the idiosyncratic volatility puzzle DC Chichernea, H Kassa, SL Slezak European Financial Management 25 (3), 655-683, 2019 | 14* | 2019 |
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates M Bergbrant, H Kassa Journal of Banking & Finance 127, 106126, 2021 | 7 | 2021 |
Expected idiosyncratic volatility G Bekaert, MC Bergbrant, H Kassa Available at SSRN 4194034, 2022 | 4 | 2022 |
Variation in option implied volatility spread and future stock returns RJ DeLisle, D Diavatopoulos, A Fodor, H Kassa The Quarterly Review of Economics and Finance 83, 152-160, 2022 | 3 | 2022 |
Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets D Gempesaw, H Kassa, B Bela Zykaj European Financial Management, 2021 | 3 | 2021 |
Betting against beta under incomplete information TC Campbell, H Kassa Available at SSRN 3099547, 2022 | 2 | 2022 |
Variability of Mispricing Characteristics and Future Stock Returns J DeLisle, D Diavatopoulos, A Fodor, H Kassa Available at SSRN 4230487, 2022 | 1 | 2022 |
Earnings Surprises and Takeover Targets D Adut, D Chichernea, A Holder, H Kassa Working Paper, 2014 | 1 | 2014 |
Expected Stock Market Returns and Volatility: Three Decades Later H Kassa, F Wang, Y Xuemin Critical Finance Review 12 (1-4), 271-307, 2023 | | 2023 |
Investment Efficiency and Beta Estimation L Biggerstaff, B Goldie, H Kassa School of Business, Miami University, Oxford, 2021 | | 2021 |
The Inevitable Tension between Long-Term and Short-Term Managerial and Investor Incentives H Kassa, S Slezak | | 2014 |
External Monitoring By Long Term Investors and Long Term Managerial Compensation: Complements or Substitutes in Addressing Myopia? TC Campbell, H Kassa, TE Trombley | | |