Blar i Fakultet for samfunnsvitenskap (SAM) på forfatter "Ippolito, Filippo"
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Corporate hedging and the variance of stock returns
Biguri, Kizkitza; Brownlees, Christian; Ippolito, Filippo (Journal of Corporate Finance;, Peer reviewed; Journal article, 2022)By means of a difference-in-differences approach on the volatility of stock returns (σ-DID), we investigate the effect that hedging has on corporate risk. Examining the relation between hedging and the idiosyncratic variance ...