ربیعی، ریحانه؛ راعی، رضا. (1394). بررسی عوامل تأثیرگذار بر بازدهی سهام شرکت‌های پذیرفته شده در بورس اوراق بهادار تهران با تأکید بر نوسان غیرسیستماتیک جریان نقد. فصلنامه بورس اوراق بهادار، ۸(۳۰)، ۸۳-۱۱۳.
نیکوسخن، معین؛ فدایی نژاد، اسماعیل. (1395). اثر ویژگی‌های خاص شرکت بر ریسک غیرسیستماتیک اوراق‌بهادار: شواهدی از بورس اوراق بهادار تهران. فصلنامه بورس اوراق بهادار, ۹(۳۶)، ۵-۲۷.
Ahluwalia, Saurabh (2018). “Effect of Online Searches on Stock Returns”, Accounting and Finance Research, Vol. 7, No. 1; 2018, doi:10.5430/afr.v7n1p70
Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross-section of volatility and expected returns. Journal of Finance, forthcoming.
Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2009). High idiosyncratic volatility and low returns: International and further US evidence. Journal of Financial Economics, 91(1), 1-23.
Aslanidis, N., Christiansen, C., Lambertides, N., & Savva, C. S. (2019). Idiosyncratic volatility puzzle: influence of macro-finance factors. Review of Quantitative Finance and Accounting, 52(2), 381-401.
Aouadi, A., Arouri, M., & Teulon, F. (2013). Investor attention and stock market activity: Evidence from France. Economic Modelling, 35, 674-681.
Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics, 99(2), 427-446.
Campbell, J. Y., Lettau, M., Malkiel, B. G., & Xu, Y. (2001). Have individual Stocks become more volatile? An empirical exploration of idiosyncratic risk. The Journal of Finance, 56(1), 1-43.
Chemmanur, T. J., & Yan, A. (2019). Advertising, Attention, and Stock Returns. Quarterly Journal of Finance, 1950009. doi:10.1142/s2010139219500095
Chichernea, D. C., Ferguson, M. F., & Kassa, H. (2015). Idiosyncratic risk, investor base, and returns. Financial Management, 44(2), 267-293.
Curme, C., Preis, T., Stanley, H. E., & Moat, H. S. (2014). Quantifying the semantics of search behavior before stock market moves. Proceedings of the National Academy of Sciences, 111(32), 11600-11605.
Da, Z., & Engelberg, J. P. Gao. 2011. Search of Attention. The Journal of Finance, 66(5), 1461-1499.
Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of financial economics, 116(1), 1-22.
Gordon, N., & Wu, Q. (2018). The high-volume return premium and changes in investor recognition. Pacific-Basin Finance Journal, 51, 121-136.
Gu, M., Kang, W., & Xu, B. (2018). Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. Journal of Banking & Finance, 86, 240-258.
Hou, K., & Loh, R. K. (2016). Have we solved the idiosyncratic volatility puzzle?. Journal of Financial Economics, 121(1), 167-194.
Huang, M. Y., Rojas, R. R., & Convery, P. D. (2019). Forecasting stock market movements using Google Trend searches. Empirical Economics, 1-19.
Jiang, X., & Lee, B. S., 2006, “The Dynamic Relation Between Returns and Idiosyncratic Volatility”, Financial Management, Vol.35, No.2, PP.43:65
Kim, N., Lučivjanská, K., Molnár, P., & Villa, R. (2019). Google searches and stock market activity: Evidence from Norway. Finance Research Letters, 28, 208-220.
Kumar, A., Ruenzi, S., & Ungeheuer, M. (2021). Daily winners and losers. Available at SSRN 2931545.
Levy, H. (1978). Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio. The American Economic Review, 68(4), 643-658.
Li, Y., Mu, Y., & Qin, T. (2021). Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle. Finance Research Letters, 101938.
Li, H., & Kumar, R. (2017). The Relation between Idiosyncratic Volatility and Expected Returns: A Statistical Artifact of Temporary Changes in Idiosyncratic Volatility. Working paper, 1-29.
Liang, C. Y., & Tang, Z. (2018). Idiosyncratic Return Volatility, Uncertainty, and Asset Pricing Implications. Uncertainty, and Asset Pricing Implications (March 12, 2018).
Mangee, N. (2018). Stock Returns and the Tone of Marketplace Information: Does Context Matter? Journal of Behavioral Finance, 19(4), 396-406.
Mohrschladt, H., & Schneider, J. C. (2021). Idiosyncratic volatility, option-based measures of informed trading, and investor attention. Review of Derivatives Research, 1-24.
Mu, Y. (2018). Is IVOL puzzle a result of overreaction or underreaction? Available at SSRN 3098075.
Nikusokhan, Moien. Fadaei Nejad, Esmaaeil.,(2017). “The Impact of the Particular Characteristics of the Company on Idiosyncratic Risk of Securities Stock Exchanges Evidences from Tehran”, Journal of securities exchange, 9(36), 5-27, (In Persian).
Peltomäki, J., Graham, M., & Hasselgren, A. (2018). Investor attention to market categories and market volatility: The case of emerging markets. Research in International Business and Finance, 44, 532-546.
Qadan, M., & Shuval, K. (2021). Variance Risk and the Idiosyncratic Volatility Puzzle. Finance Research Letters, 102176.
Qu, Z., Liu, X., & He, S. (2019). Abnormal returns and idiosyncratic volatility puzzle: Evidence from the Chinese stock market. Emerging Markets Finance and Trade, 55(5), 1184-1198.
Rabiee, Reihaneh., Raee, Reza., (2015). “To Review the Impact on Stock Return of the TSE Listed Companies with Emphasizing on Idiosyncratic Cash Flow volatility”, 8(30), 83-113. (In Persian).
Rachwalski, M., & Wen, Q. (2016). Idiosyncratic risk innovations and the idiosyncratic risk-return relation. The Review of Asset Pricing Studies, 6(2), 303-328.
Ruan, Jun (Tony), Qian Sun, and Yexiao Xu, (2019), On the Pricing Role of Idiosyncratic Risk, 4th round revision at the Journal of Financial Economics
Shi, Y., Liu, W. M., & Ho, K. Y. (2016). Public news arrival and the idiosyncratic volatility puzzle. Journal of Empirical Finance, 37, 159-172.
Swamy, V., Dharani, M., & Takeda, F. (2019). Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis. Research in International Business and Finance, 50, 1-17.
Tan, S. D., & Taş, O. (2019). Investor attention and stock returns: Evidence from Borsa Istanbul. Borsa Istanbul Review
Umutlu, M. (2015). Idiosyncratic volatility and expected returns at the global level. Financial Analysts Journal, 71(6), 58–71.
Vlastakis, N., & Markellos, R. N. (2012). Information demand and stock market volatility. Journal of Banking & Finance, 36(6), 1808-1821.
Yang, T., Liu, J., Ying, Q., & Yousaf, T. (2019). Media coverage and sustainable stock returns: evidence from China. Sustainability, 11(8), 2335.
Zaremba, A. (2016). Is there low-risk anomaly across countries? Eurasian Economic Review, 69(1), 45–65.
Zhu, H., & Jiang, L. (2018). Investor recognition and stock returns: evidence from China. China Finance Review International.
