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Haim Kassa
Haim Kassa
Lindmor Professor & Associate Professor of Finance at Miami University
Verified email at miamioh.edu - Homepage
Title
Cited by
Cited by
Year
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
1102014
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
652018
Idiosyncratic risk, investor base, and returns
DC Chichernea, MF Ferguson, H Kassa
Financial Management 44 (2), 267-293, 2015
392015
Does MAX Matter for Mutual Funds?
B Goldie, T Henry, H Kassa
European Financial Management 25 (4), 777-806, 2019
202019
Hazard stocks and expected returns
RJ DeLisle, MF Ferguson, H Kassa, GR Zaynutdinova
Journal of Banking & Finance 125, 106094, 2021
142021
Lottery preferences and the idiosyncratic volatility puzzle
DC Chichernea, H Kassa, SL Slezak
European Financial Management 25 (3), 655-683, 2019
13*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
52021
Expected idiosyncratic volatility
G Bekaert, MC Bergbrant, H Kassa
Available at SSRN 4194034, 2022
22022
Betting against beta under incomplete information
TC Campbell, H Kassa
Available at SSRN 3099547, 2022
22022
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
22022
Variability of Mispricing Characteristics and Future Stock Returns
J DeLisle, D Diavatopoulos, A Fodor, H Kassa
Available at SSRN 4230487, 2022
12022
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
12021
Earnings Surprises and Takeover Targets
D Adut, D Chichernea, A Holder, H Kassa
Working Paper, 2014
12014
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
Investment Efficiency and Beta Estimation
L Biggerstaff, B Goldie, H Kassa
School of Business, Miami University, Oxford, 2021
2021
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
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