Concepedia

Robert Savickas

RS

19

Publications

914

Citations

15

H-Index

2002

Active since

Affiliations

George Washington University(Current)

University of Cincinnati

Federal Reserve Bank of St. Louis

Texas A&M University

University of Colorado Denver

Robert Savickas is an author at George Washington University specializing in business, asset pricing, and finance.

Top concepts

Publications per year

2002–2010

19

Publications

19

Average Idiosyncratic Volatility in G7 Countries

Hui Guo, Robert Savickas · Review of Financial Studies · 2008 · 190 citations

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Hui Guo, Robert Savickas · Journal of Business and Economic Statistics · 2005 · 167 citations

, , +14

Event‐Induced Volatility and Tests for Abnormal Performance

Robert Savickas · The Journal of Financial Research · 2003 · 93 citations

, , +12

Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns

Hui Guo, Robert Savickas · Journal of Banking & Finance · 2010 · 64 citations

, , +8

Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence

Hui Guo, Robert Savickas, Zijun Wang et al. · Journal of Financial and Quantitative Analysis · 2009 · 55 citations · Full text

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