Idiosyncratic risk and international trade: New evidence

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dc.authoridSezgin, Volkan/0000-0001-7642-7674
dc.authoridDoruk, �mer Tu�sal/0000-0002-2382-1042
dc.authoridERTUGRUL, Hasan Murat/0000-0001-9822-4683
dc.authoridBarak, Ahmet Yasir/0000-0002-4260-5556
dc.contributor.authorSezgin, Volkan
dc.contributor.authorDoruk, Omer Tugsal
dc.contributor.authorBarak, Ahmet Yasir
dc.contributor.authorErtugrul, Hasan Murat
dc.date.accessioned2026-02-27T07:33:14Z
dc.date.available2026-02-27T07:33:14Z
dc.date.issued2025
dc.description.abstractIn this empirical study, the relationship between idiosyncratic volatility and international sales of a sample of non-financial firms traded in the S&P 500, over 40 years is investigated by means of regression analysis and local projections method in a dynamic framework based on panel fixed effects. The results show that idiosyncratic volatility discourages international sales significantly. Moreover, according to the results of the local projections method, idiosyncratic volatility gradually reduces international sales and has a long-term effect. The results are robust to various robustness checks.
dc.identifier.doi10.1016/j.frl.2025.107173
dc.identifier.issn1544-6123
dc.identifier.issn1544-6131
dc.identifier.urihttp://dx.doi.org/10.1016/j.frl.2025.107173
dc.identifier.urihttps://hdl.handle.net/20.500.14669/4506
dc.identifier.volume78
dc.identifier.wosWOS:001444762500001
dc.indekslendigikaynakWeb of Science
dc.language.isoen
dc.publisherAcademic Press Inc Elsevier Science
dc.relation.ispartofFinance Research Letters
dc.relation.publicationcategoryMakale - Uluslararas� Hakemli Dergi - Kurum ��retim Eleman�
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_20260302
dc.subjectIdiosyncratic volatility
dc.subjectInternational sales
dc.subjectPanel data analysis
dc.subjectDynamic analysis
dc.subjectLocal projections methodology
dc.titleIdiosyncratic risk and international trade: New evidence
dc.typeArticle

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