This dissertation, "Two Essays on Idiosyncratic Volatility of Stock Markets" by 董森, Sen, Dong, was obtained from The University of Hong Kong (Pokfulam, Hong

This thesis consists of three essays. The first essay (chapter two) examines the relationship between idiosyncratic volatility and future returns in the Canadia

In this dissertation, I explore the impact of idiosyncratic risk on asset returns. The first essay examines how idiosyncratic risk affects the cross-section of