Results 21 to 30 of about 16,477 (266)
International Journal of Financial Studies, 2018 This paper investigates the risk-return relations in Chinese equity markets. Based on a TARCH-M model, evidence shows that stock returns are positively correlated with predictable volatility, supporting the risk-return relation in both aggregate and ...
Thomas C. Chiang, Yuanqing Zhang
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Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [PDF]
تحقیقات مالی, 2009 In this article the researcher, comparing Semivariance and calculated Beta on basis of it to the variance and common Beta, has tried to see whether Downside Beta criteria (Semivariance and calculated Beta on basis of it) have any preference over the ...
Reza tehrani, Moslem Peymany
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Financial Services Review, 2014 This article examines the ability of consumer sentiment for different age groups to forecast short-term as well as long-term equity returns. Using a long-horizon asymmetric response regression format, we show that negative changes in sentiment have a greater influence on stock returns than positive changes in sentiment.
Mark A. Johnson, Atsuyuki Naka
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Systematic extreme downside risk [PDF]
Journal of International Financial Markets, Institutions and Money, 2019 Abstract We propose new systematic tail risk measures constructed using two different approaches. The first is a non-parametric measure that captures the tendency of a stock to crash at the same time as the market, while the second is based on the sensitivity of stock returns to innovations in market crash risk. Both tail risk measures are associated
Harris, Richard +2 more
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Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange
Risks, 2022 The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange.
Anna Rutkowska-Ziarko
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FEBS Open Bio, EarlyView.This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill +4 more
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Modelling the downside risk potential of mutual fund returns
Cogent Economics & Finance, 2022 Investors are becoming more sensitive about returns and losses, especially when the investments are exposed to downside risk potential in the financial markets.
Sunitha Kumaran
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Advanced Functional Materials, EarlyView.This paper introduces a single‐channel H‐junction microfluidic assay that profiles fibrin's evolving function in repair and thrombosis by measuring, in one ∼3 µL gel, permeability, fibrinolysis kinetics, fibroblast invasion, and clot extension in real time.
Halston Deal +9 more
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Climate Risk ManagementThe exploration of ways to reduce the downside risk of grain yield posed by meteorological disasters has become a primary task in China. This study employs a moment-based model to estimate the downside risks of maize, rice, and wheat yields.
Xue Gao, Shengze Qin
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The Role of Gender Diversity in Downside Risk: Empirical Evidence from Vietnamese Listed Firms
Mathematics, 2020 Corporate governance has been marked as an important component of the fast-growing pace of the Vietnam economy recently. Aligning with the concern that gender plays a critical role in corporate management, this study aims to reveal the entire benefits of
Cong-Duc Tran +3 more
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