Idiosyncratic equity risk two decades later

JY Campbell, M Lettau, BG Malkiel, Y Xu - 2022 - nber.org
This paper reviews the literature on idiosyncratic equity volatility since the publication of
“Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic …

The dark side of asset redeployability through the lens of corporate employment decisions

AT Le, P Ouyang - Journal of Corporate Finance, 2023 - Elsevier
This study examines how US-listed firms' asset redeployability affects their labor investment
efficiency and documents a negative relationship between asset redeployability and labor …

Government Deficits and Corporate Tax Avoidance

M Cowx, FBG Silva, K Yeung - Available at SSRN 4427390, 2023 - papers.ssrn.com
We investigate how government deficits affect corporate-tax avoidance. We find that deficits
are positively associated with corporate-tax avoidance, consistent with a deterioration in the …

Idiosyncratic equity risk two decades later

JY Campbell, M Lettau, B Malkiel… - Critical Finance …, 2023 - nowpublishers.com
This paper reviews the literature on idiosyncratic equity volatility since the publication of
“Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic …

[HTML][HTML] Market Beta is not dead: An approach from Random Matrix Theory

L Molero-González, JE Trinidad-Segovia… - Finance Research …, 2023 - Elsevier
In the 1980s, the first doubts about the validity of the Sharpe Single Index Model to explain
the cross-sectional expected returns of financial assets appeared. Since then, the financial …

Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the‎ Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence‎ from the US Stock …

M Neifar, A Hdider - 2024 - mpra.ub.uni-muenchen.de
Through an empirical analysis of the impact of fluctuations in the international prices of
crude oil, natural gas‎ and wheat on the US stock market performance, the study seeks to …

Status and mortality: Is there a Whitehall effect in the United States?

T Nicholas - The Economic History Review, 2023 - Wiley Online Library
The influential Whitehall studies found that top‐ranking civil servants in Britain experienced
lower mortality than civil servants below them in the organizational hierarchy due to …

Essays on Identification of Fiscal Policy Shocks

NT Nguyen - bridges.monash.edu
This thesis explores three different but interconnected issues relating to the identification of
fiscal policy shocks. Grounded on several extensions of the structural vector autoregressive …