Systematic risk

Field
Subfield
Domain
OpenAlex	C80212096

Smeal faculty

• Timothy T. Simin - score 1.5
• Liang Peng - score 1.2
• Charles Cao - score 0.7
• Eva Maria Steiner - score 0.6

Papers

• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 368
• Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales (2016) - cites 44
• Can Growth Options Explain the Trend in Idiosyncratic Risk (2006) - cites 39
• Fundamental Drivers of Dependence in REIT Returns (2016) - cites 25
• Risk and Returns of Income Producing Properties: Core versus Noncore (2017) - cites 21