Haim Kassa

Miami University

Assistant Professor

800 E. Main St

The Farmer School of Business

Oxford, OH 45056

United States

http://fsb.miamioh.edu/kassah

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 37,479

SSRN RANKINGS

Top 37,479

in Total Papers Downloads

1,218

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (8)

1.

On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 18 Aug 2010 Last Revised: 03 Jun 2014
Hui Guo, Haim Kassa and Michael F. Ferguson
University of Cincinnati - Department of Finance - Real Estate, Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads 639 (42,200)
Citation 6

Abstract:

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EGARCH, idiosyncratic volatility, cross-section of stock returns

2.

Lottery Preferences and the Idiosyncratic Volatility Puzzle

Number of pages: 59 Posted: 07 Feb 2014 Last Revised: 28 Jan 2018
University of Denver - Reiman School of Finance, Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads 140 (215,000)

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idiosyncratic volatility, skewness, lottery preferences, economic conditions.

3.

Idiosyncratic Risk, Investor Base and Returns

Number of pages: 42 Posted: 15 May 2014
University of Denver - Reiman School of Finance, University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 103 (269,908)
Citation 2

Abstract:

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Idiosyncratic Volatility, Investor Base, cross section of stock returns

4.

What Information Matters to Investors at Different Stages of a Firm's Life Cycle?

Number of pages: 39 Posted: 07 Aug 2018
University of Mississippi - Patterson School of Accountancy, Miami University and University of Northern Colorado - Monfort College of Business
Downloads 97 (281,007)
Citation 1

Abstract:

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Life Cycle, Value Relevance, Relative Relevance, Analysts’ Forecasts

5.

Betting Against Beta Under Incomplete Information

Number of pages: 50 Posted: 16 Jan 2018 Last Revised: 28 Jan 2018
T. Colin Campbell and Haim Kassa
University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 70 (341,929)

Abstract:

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Betting Against Beta, BAB, Low Beta Anomaly, Incomplete Information, Merton (1987), Frazzini and Pedersen (2014)

6.

The Inevitable Tension between Long-Term and Short-Term Managerial and Investor Incentives

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 60 Posted: 02 Sep 2012 Last Revised: 25 Jan 2013
Haim Kassa and Steve L. Slezak
Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads 66 (352,762)

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Crowding out, Short-term managers, Short-term Investors, Short-term Contracts, Incentive Contract, Principal Agent Problem

7.

Does MAX Matter for Mutual Funds?

Number of pages: 47 Posted: 13 Nov 2017
Miami University, Miami University and Miami University
Downloads 56 (383,016)

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Mutual fund flows and performance, MAX, lottery preferences, skewness

8.

Is Idiosyncratic Volatility Related to Returns? Evidence from a Subset of Firms with Quality Idiosyncratic Volatility Estimates

Number of pages: 40 Posted: 05 Mar 2018 Last Revised: 25 Mar 2018
Mikael C. Bergbrant and Haim Kassa
St. Johns University and Miami University
Downloads 47 (413,648)

Abstract:

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Idiosyncratic Volatility, Priced Risk Factors, GARCH, EGARCH, Conditional Expected Volatility