Systematic risk

Field
Subfield
Domain
OpenAlex	C80212096

Smeal faculty

• Liang Peng - score 1.9
• Charles Cao - score 0.7
• Timothy T. Simin - score 0.7
• Eva Maria Steiner - score 0.6
• David Haushalter - score 0.4

Papers

• Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000) - cites 745
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 371
• Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales (2016) - cites 46
• Fundamental Drivers of Dependence in REIT Returns (2016) - cites 25
• Risk and Returns of Income Producing Properties: Core versus Noncore (2017) - cites 19
• House Prices and Systematic Risk: Evidence from Microdata (2019) - cites 16