Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion
By Changling Chen, A. Huang, Ranjini Jha. Journal of Financial and Quantitative Analysis, 2012
124 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/5688c7627301f6ae5259d80c45b9e3a3719ca7d8
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Jeong‐Bon Kim
- Liandong Zhang
- Jens Hagendorff
- Mohan Venkatachalam
- Shivaram Rajgopal
- Bin Li
- Angelica Gonzalez
- Vathunyoo Sila
In Finance
- Jeong‐Bon Kim
- Liandong Zhang
- Jens Hagendorff
- Mohan Venkatachalam
- Shivaram Rajgopal
- Bin Li
- Angelica Gonzalez
- Vathunyoo Sila
Citations in the corpus
- Independent Director Reputation Incentives and Stock Price Informativeness (2017, background): “We include annual stock return and stand deviation of daily returns as Chen et al. (2001) postulate that firms with high and volatile past returns are more likely to crash.”
- Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks (2014, background): “Moreover, Chen et al. (2011) and R jgopal and Venkatachalam (2011) find that there is a time-series relation between idiosyncratic return volatility and earnings quality.”
- R2 and Idiosyncratic Risk are not Interchangeable (2014, background): “Contrary to Jin and Myers (2006), but consistent with RV and Chen et al. (2012), Bartram et al. (2012) show that greater idiosyncratic risk or lower R 2 is related to lower corporate disclosure quality.”