Concepedia

Equity Return Volatility

Equity Return Volatility is a statistical measure of the dispersion of returns on an equity instrument over time, representing the degree of variation or fluctuation in equity returns relative to their historical mean, and serving as a key indicator of investment risk.

1.1K

Publications

109.4K

Citations

1.9K

Authors

975

Institutions

Publications per year

2017–2026

255

Variants

Equity VolatilityStock Return Volatility

Parents

Publications

1.1K

The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

, , +14

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations

, , +17

Expected stock returns and volatility

Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text

, , +12

Are Overconfident CEOs Better Innovators?

David Hirshleifer, Angie Low, Siew Hong Teoh · The Journal of Finance · 2012 · 1.8K citations

, , +14

The Stock Market Valuation of Research and Development Expenditures

Louis K.C. Chan, Josef Lakonishok, Theodore Sougiannis · The Journal of Finance · 2001 · 1.8K citations

, , +16

1–5 of 1.1K

Authors

1.9K

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    9 publications · 960 citations

    9

    h-index

  2. TG
    Torben G. Andersen

    Northwestern University, United States

    9 publications · 3.4K citations

    9

    h-index

  3. RG
    Rangan Gupta

    University of Pretoria, South Africa

    9 publications · 549 citations

    9

    h-index

  4. CB
    Chris Brooks

    University of Reading, United Kingdom

    8 publications · 524 citations

    8

    h-index

  5. GB
    Gurdip Bakshi

    Temple University, United States

    8 publications · 516 citations

    8

    h-index

1–5 of 1.9K

Institutions

975

  1. National Bureau of Economic Research

    Cambridge, United States

    36 h-index

    85 publications

    10.7K citations

  2. University of Pennsylvania

    Philadelphia, United States

    21 h-index

    25 publications

    6.3K citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    17 h-index

    31 publications

    6.9K citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    16 h-index

    17 publications

    963 citations

  5. New York University

    New York, United States

    15 h-index

    17 publications

    1.8K citations

  6. University of Toronto

    Toronto, Canada

    15 h-index

    22 publications

    713 citations

  7. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    14 h-index

    21 publications

    2K citations

  8. Columbia University

    New York, United States

    13 h-index

    18 publications

    11.8K citations

1–8 of 975

Venues

  1. SSRN Electronic Journal

    Repository · 211 publications · 9.7K citations

    49

    h-index

  2. The Journal of Finance

    43 publications · 18.7K citations

    40

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 27 publications · 4.6K citations

    25

    h-index

  4. Journal of Banking & Finance

    25 publications · 2K citations

    21

    h-index

  5. Journal of Financial Economics

    19 publications · 17.9K citations

    19

    h-index

1–5