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Haim Kassa
Haim Kassa
Lindmor Associate Professor of Finance at Miami University
Overená e-mailová adresa na: miamioh.edu - Domovská stránka
Názov
Citované v
Citované v
Rok
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
1172014
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
782018
Idiosyncratic risk, investor base, and returns
DC Chichernea, MF Ferguson, H Kassa
Financial Management 44 (2), 267-293, 2015
402015
Does MAX Matter for Mutual Funds?
B Goldie, T Henry, H Kassa
European Financial Management 25 (4), 777-806, 2019
242019
Hazard stocks and expected returns
RJ DeLisle, MF Ferguson, H Kassa, GR Zaynutdinova
Journal of Banking & Finance 125, 106094, 2021
152021
Lottery preferences and the idiosyncratic volatility puzzle
DC Chichernea, H Kassa, SL Slezak
European Financial Management 25 (3), 655-683, 2019
15*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
112021
Expected idiosyncratic volatility
G Bekaert, M Bergbrant, H Kassa
Journal of Financial Economics 167, 104023, 2025
52025
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
42021
Betting against beta under incomplete information
TC Campbell, H Kassa
Available at SSRN 3099547, 2022
32022
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
32022
Variability of Mispricing Characteristics and Future Stock Returns
J DeLisle, D Diavatopoulos, A Fodor, H Kassa
Available at SSRN 4230487, 2022
12022
Earnings Surprises and Takeover Targets
D Adut, D Chichernea, A Holder, H Kassa
Working Paper, 2014
12014
Beta estimation precision and corporate investment efficiency
L Biggerstaff, B Goldie, H Kassa
Journal of Corporate Finance 91, 102728, 2025
2025
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
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
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–17