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 36,444

SSRN RANKINGS

Top 36,444

in Total Papers Downloads

1,178

CITATIONS
Rank 33,403

SSRN RANKINGS

Top 33,403

in Total Papers Citations

11

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 634 (40,154)
Citation 19

Abstract:

Loading...

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 131 (215,231)

Abstract:

Loading...

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 100 (261,636)
Citation 1

Abstract:

Loading...

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 89 (282,027)
Citation 1

Abstract:

Loading...

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 69 (327,488)

Abstract:

Loading...

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 (335,336)

Abstract:

Loading...

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 47 (393,314)

Abstract:

Loading...

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 42 (411,238)

Abstract:

Loading...

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