Strategic risk shifting and the idiosyncratic volatility puzzle : an empirical investigation
Zhiyao Chen, Ilya A. Strebulaev, Yuhang Xing, Xiaoyan Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Zhiyao ; Strebulaev, Ilya A. ; Xing, Yuhang ; Zhang, Xiaoyan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 5, p. 2751-2772
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| Subject: | risk shifting | agency conflicts | idiosyncratic volatility puzzle | Volatilität | Volatility | Risiko | Risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3593 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012550013