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Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation
- GSB Authors: Ilya A Strebulaev
- Date: 2020-07-17
- Publication Type: Articles
- Publication: Management Science
Risk Premium Shocks Can Create Inefficient Recessions
- GSB Authors: Sebastian Di Tella
- Date: 2021-09-25
- Publication Type: Articles
- Publication: The Review of Economic Studies
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
- GSB Authors: Hanno Lustig
- Date: 2015-10-21
- Publication Type: Articles
- Publication: Journal of Financial Economics
Small Sample Properties of Bayesian Estimators of Labor Income Processes
- GSB Authors: Christopher Tonetti
- Date: 2015-06-10
- Publication Type: Articles
- Publication: Journal of Applied Economics
Macroeconomic Risk and Idiosyncratic Risk-Taking
- GSB Authors: Ilya A Strebulaev
- Date: 2018-06-08
- Publication Type: Articles
- Publication: The Review of Financial Studies
Risk Information, Investor Learning, and Informational Feedback
- GSB Authors: Kevin Smith
- Date: 2022-08-30
- Publication Type: Articles
- Publication: Review of Accounting Studies