Haim Kassa
Miami University
H-index: 6
North America-United States
Top articles of Haim Kassa
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Expected Stock Market Returns and Volatility: Three Decades Later | Critical Finance Review | Haimanot Kassa Feifei Wang Yan Xuemin | 2023/8/7 |
Expected idiosyncratic volatility | Available at SSRN 4194034 | Geert Bekaert Mikael C Bergbrant Haim Kassa | 2022/8/18 |
Betting against beta under incomplete information | Available at SSRN 3099547 | T Colin Campbell Haim Kassa | 2022/2/16 |
Variation in option implied volatility spread and future stock returns | The Quarterly Review of Economics and Finance | R Jared DeLisle Dean Diavatopoulos Andy Fodor Haimanot Kassa | 2022/2/1 |
Variability of Mispricing Characteristics and Future Stock Returns | Available at SSRN 4230487 | Jared DeLisle Dean Diavatopoulos Andy Fodor Haim Kassa | 2022 |
Hazard stocks and expected returns | Journal of Banking & Finance | R Jared DeLisle Michael F Ferguson Haimanot Kassa Gulnara R Zaynutdinova | 2021/4/1 |
Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets | European Financial Management | David Gempesaw Haimanot Kassa Blerina Bela Zykaj | 2021/1/1 |
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates | Journal of Banking & Finance | Mikael Bergbrant Haimanot Kassa | 2021/6/1 |
Co-Authors
