Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation

B-Tier

Journal: Management Science

Year: 2021

Volume: 67

Issue: 5

Pages: 2751-2772

Authors (4)

Zhiyao Chen (not in RePEc) Ilya A. Strebulaev (not in RePEc) Yuhang Xing (not in RePEc) Xiaoyan Zhang (Tsinghua University)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count