Details about Bernard Herskovic

Access statistics for papers by Bernard Herskovic.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: phe598

Working Papers

2024

1. Interdealer Price Dispersion and Intermediary Capacity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2023

2. Information Leakage from Short Sellers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2017

3. Firm Volatility in Granual Networks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (81)

2016

4. Acquiring information through peers
   2016 Meeting Papers, Society for Economic Dynamics View citations (7)
5. Risk Reallocation in OTC Derivatives Networks
   2016 Meeting Papers, Society for Economic Dynamics

2015

6. Networks in Production: Asset Pricing Implications
   2015 Meeting Papers, Society for Economic Dynamics View citations (29)

2014

7. The Common Factor in Idiosyncratic Volatility
   2014 Meeting Papers, Society for Economic Dynamics View citations (20)
8. The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
   See also Journal Article The common factor in idiosyncratic volatility: Quantitative asset pricing implications, Journal of Financial Economics, Elsevier (2016) View citations (140) (2016)

2011

9. Diferenciais salariaisde sexo ao longo da vida
   Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
10. EfeitosRecíprocos entre Finanças eInovação
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
    Also in Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais (2008)

Journal Articles

2016

1. The common factor in idiosyncratic volatility: Quantitative asset pricing implications
   Journal of Financial Economics, 2016, 119, (2), 249-283 View citations (140)
   See also Working Paper The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications, NBER Working Papers (2014) View citations (17) (2014)

Chapters

2008

1. CRESCIMENTO PRÓ-POBRE NO SUDESTE BRASILEIRO
   A chapter in Anais do XIII Seminário sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], 2008