Results 231 to 240 of about 30,883 (281)

Green Beta: Comparison of Green and Non-Green Stocks Based on Downside Risk

Journal of Development and Social Sciences
openaire   +1 more source

Explainable machine learning on weighted connectivity networks across frequencies for outcome prediction in comatose patients

Verdeyme A, Grainger JP, De Lucia M, Olhede SC.   +3 more
europepmc   +1 more source

A benchmark of DNA methylation deconvolution methods for tumoral fraction estimation using DecoNFlow

Giuili E, Van de Velde S, Kint S, Ferro dos Santos MR, Cornelli L, Roelandt S, Schoofs K, Imschoot R, Van Paemel R, Meuris L, Everaert C, De Preter K.   +11 more
europepmc   +1 more source

Extreme US stock market fluctuations in the wake of 9/11. [PDF]

Straetmans, S.T.M., Verschoor, W.F.C., Wolff, C.C.P.   +2 more
core   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Beliefs about Beta: Upside Participation and Downside Protection

SSRN Electronic Journal, 2021
Abstract In four large online experiments, we study how investors assess the relationship between stock portfolios and the market. Participants select or are randomly assigned a portfolio of stocks from a market index. They state portfolio return expectations conditional on different market outcomes, revealing implied beliefs about ...
Merkle, Christoph, Ungeheuer, Michael
openaire   +1 more source

Market-Beta and Downside Risk

SSRN Electronic Journal, 2017
The plain market-beta was a good predictor of stock returns not only during bull and ordinary markets, but also during bear markets and crashes. Thus, it was indeed a good measure of the hedge against market risk. This plain beta also predicted the subsequent down-beta (i.e., measured only on days when the stock market declined) better than the ...
Yaron Levi, Ivo Welch
openaire   +1 more source

Does downside beta matter in asset pricing?

Applied Financial Economics, 2007
By carefully choosing a data-generating process and appropriate distributional assumptions, we formulate a nested econometric model to examine how many equities are explained well by the downside beta or a general asymmetric response model rather than the conventional capital asset pricing model (CAPM) beta.
Christian S. Pedersen, Soosung Hwang
openaire   +1 more source

Asymmetric Beta Comovement and Systematic Downside Risk

SSRN Electronic Journal, 2014
In this paper, we document evidence that downside betas tend to comove more than upside betas during a financial crisis, but upside betas tend to comove more than the downside betas during financial booms. We find that the asymmetry between Downside-Beta Comovement and Upside-Beta Comovement is the main driving force for market level skewness.
Eric Jondeau, Qunzi Zhang
openaire   +1 more source