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  6. Herskovic, Bernard [Author] ; Kelly, Bryan T. [Other]; Lustig, Hanno [Other]; Van Nieuwerburgh, Stijn [Other] National Bureau of Economic Research

    The Common Factor in Idiosyncratic Volatility : Quantitative Asset Pricing Implications

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    Cambridge, Mass: National Bureau of Economic Research, April 2014

    Published in: NBER working paper series ; no. w20076

  7. Herskovic, Bernard [Author] ; Kelly, Bryan T. [Other]; Lustig, Hanno N. [Other]; Van Nieuwerburgh, Stijn [Other]

    The Common Factor in Idiosyncratic Volatility : Quantitative Asset Pricing Implications

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    [S.l.]: SSRN, [2015]

  12. Eisfeldt, Andrea L. [Author] ; Herskovic, Bernard [Other]; Rajan, Sriram [Other]; Siriwardane, Emil [Other]

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    [S.l.]: SSRN, [2020]

    Published in: Office of Financial Research Research Paper ; No. 18-05