Results 21 to 30 of about 16,931 (265)
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
doaj
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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Mathematics, 2020 This study employs a mean semi-variance asset pricing framework to examine the influence of risk factors on stock returns of oil and gas companies. This study also examines how downside risk is priced in stock performance.
Mohammad Enamul Hoque, Soo-Wah Low
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ESG and Downside Risks: Implications for Pension Funds
SSRN Electronic Journal, 2021 Abstract Due to their long-term horizons, pension funds face enhanced exposures to the long-lived effects of many environmental, social, and governance (ESG) risks. Moreover, given the potential consequences of being underfunded, pension funds are particularly exposed to ESG-related downside shocks, especially those related to climate ...
Zacharias Sautner, Laura T. Starks
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Asset Pricing with Downside Liquidity Risks [PDF]
Management Science, 2017 We develop a parsimonious liquidity-adjusted downside capital asset pricing model to investigate whether phenomena such as downward liquidity spirals and flights to liquidity impact expected asset returns. We find strong empirical support for the model.
Sean A. Anthonisz, Talis J. Putnins
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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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Modelling stem cell differentiation related processes—A practical overview for biologists
FEBS Letters, EarlyView.Stem cell differentiation is complex and difficult to control experimentally. This review introduces suitable computational modelling approaches that can support stem cell research, from mechanistic ODE and abstract models to multiscale and deep learning methods.
Ricco Zeegelaar +4 more
wiley +1 more source
Economic Journal of Emerging MarketsPurpose — Understanding extreme downside risk is particularly important in emerging equity markets, where higher market volatility, lower liquidity, and weaker information environments make stock prices more vulnerable to sudden, severe crashes.
Unbreen Arif +3 more
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Discerning protein pools by selective staining with self‐labeling tags
FEBS Letters, EarlyView.Cell surface proteins have an intra‐ and extracellular pool. Combining genetic fusion to self‐labeling tags that can be addressed with small molecule fluorophores allows separating these pools. We highlight recent developments and techniques for state‐of‐the‐art interrogation of cell surface proteins in the complex tissue setting.
Kati Fischermanns, Johannes Broichhagen
wiley +1 more source
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
wiley +1 more source