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Cited by 398

The DOI matches its Crossref record; 80 of the 80 references it cites were found in a registry or an index.

The common factor in idiosyncratic volatility: Quantitative asset pricing implications

Herskovic, Bernard, Kelly, Bryan, Lustig, Hanno, Van Nieuwerburgh, Stijn·2016·Journal of Financial Economics
DOI 10.1016/j.jfineco.2015.09.010
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Crossref · 10.1016/j.jfineco.2015.09.010

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Metadata

Authors
Herskovic, B., Kelly, B., Lustig, H., & Van Nieuwerburgh, S.
Venue
Journal of Financial Economics
Publisher
Elsevier BV
Published
2016-02
Volume
119
Issue
2
Pages
249-283
ISSN
0304-405X (ISSN-L)
DOI
10.1016/j.jfineco.2015.09.010
OpenAlex
W3123556104
Cited by
398
References
80
FWCI
58.84
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: The common factor in idiosyncratic volatility: Quantitative asset pricing implications. https://app.cochat.ai/papers/10.1016/j.jfineco.2015.09.010
The paper
Herskovic, B., Kelly, B., Lustig, H., & Van Nieuwerburgh, S. (2016). The common factor in idiosyncratic volatility: Quantitative asset pricing implications. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2015.09.010

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.