Financial Markets and Investment Strategies Open access Peer reviewed

Common Idiosyncratic Quantile Factors and Asset Prices

Jozef Baruník, Matěj Nevrla

Journal of Financial and Quantitative Analysis | Jun 10, 2026

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Authors

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Jozef Baruník

first | ORCID 0000-0001-5097-2607

Matěj Nevrla

last | ORCID 0000-0001-5609-1341

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BibTeX

@article{Barunk2026Common,
  title = {Common Idiosyncratic Quantile Factors and Asset Prices},
  author = {Jozef Baruník and Matěj Nevrla},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {2026},
  doi = {10.1017/s002210902610307x},
  url = {https://doi.org/10.1017/s002210902610307x}
}

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