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Stochastic idiosyncratic cash flow risk and real options : implications for stock returns

Bhamra, Harjoat Singh; Shim, Kyung Hwan - In: Journal of economic theory 168 (2017), pp. 400-431

Persistent link: https://www.econbiz.de/10011747518

A dynamic equilibrium model of imperfectly integrated financial markets

Bhamra, Harjoat Singh; Coeurdacier, Nicolas; Guibaud, … - In: Journal of economic theory 154 (2014), pp. 490-542

Persistent link: https://www.econbiz.de/10010481321

The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion

Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330

Persistent link: https://www.econbiz.de/10003866729

The effect of introducing a non-redundant derivative on the volatility of stock-market returns

Bhamra, Harjoat Singh; Uppal, Raman - 2006

Persistent link: https://www.econbiz.de/10003353062

Consumption volatility risk

Boguth, Oliver; Kuehn, Lars-Alexander - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2589-2615

Persistent link: https://www.econbiz.de/10010237378

Contingent claim-based expected stock returns

Chen, Zhiyao; Strebulaev, Ilya A. - 2013

Persistent link: https://www.econbiz.de/10010238530

Strategic risk shifting and the idiosyncratic volatility puzzle

Chen, Zhiyao; Strebulaev, Ilya A.; Xing, Yuhang; Zhang, … - 2014

We find strong empirical support for the risk-shifting mechanism to account for the puzzling negative relation between idiosyncratic volatility and future stock returns. First, equity holders take on investments with high idiosyncratic risk when their firms are in distress and receive less...

Persistent link: https://www.econbiz.de/10010387144

Government policy and ownership of equity securities

Rydqvist, Kristian; Spizman, Joshua; Strebulaev, Ilya A. - In: Journal of financial economics 111 (2014) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10010255540

Strategic risk shifting and the idiosyncratic volatility puzzle : an empirical investigation

Chen, Zhiyao; Strebulaev, Ilya A.; Xing, Yuhang; Zhang, … - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 2751-2772

Persistent link: https://www.econbiz.de/10012550013