Results 271 to 280 of about 19,787,344 (336)

International market exit by firms: Misalignment of strategy with the foreign market risk environment

, 2020
International market withdrawals by firms continue to persist regardless of geography, industry, firm experience, and national origin. The extant literature argues that a host of factors, such as firm characteristics, organizational capabilities, host ...
K. S. Ozkan
semanticscholar   +1 more source

Business connectedness or market risk? Evidence from financial institutions in China

, 2020
We utilize the spectral representation of generalized forecast error variance decomposition to investigate the frequency dynamics of volatility connectedness and systemic risk of financial institutions in China from 2011 to 2018.
Q. Liang, Yanchen Lu, Zheng Li
semanticscholar   +1 more source

The Treatment of Risk in the Stock Market

The Journal of Finance, 1969
IN SEPTEMBER 1965, an article appeared in the Journal of Finance on the subject of "Risk Aversion in the Stock Market."' In this study, W. F. Sharpe examined the behavior of the annual return on a number of open-end mutual funds over a ten year period of time. The first part of this paper proposes an alternative treatment of risk to that applied in the
Briscoe, G, Samuels, J M, Smyth, David J
openaire   +1 more source

Market Liquidity Risk and Market Risk Management

SSRN Electronic Journal, 2009
The main aim of the thesis is to formulate a concept of liquidity risk and to incorporate liquidity risk in market risk measurement. We first review two types of liquidity risk and the relation between liquidity risk and market risk. To achieve our aim, we use a new framework of portfolio theory introduced by Acerbi.
openaire   +1 more source

Marketing and bankruptcy risk: the role of marketing capabilities

Journal of Strategic Marketing, 2022
Research has demonstrated the role of marketing actions and assets in reducing bankruptcy risk. However, firms with strong marketing assets and robust marketing budgets also fall prey to bankruptcy. Therefore, the sheer magnitude of marketing expenses and mere possession of marketing assets do not fully account for the variation in bankruptcy risk.
Bhattacharya, Abhi, Sardashti, Hanieh, Faramarzi, Ashkan   +2 more
openaire   +3 more sources

Dissecting climate change risk and financial market instability: Implications for ecological risk management

Risk Analysis, 2023
This research investigates the impact of climate challenges on financial markets by introducing an innovative approach to measure climate risk, specifically the aggregate climate change concern (ACCC) index.
Feng Ma, Jia-Ming Cao, Yizhi Wang, S. Vigne, Da-Yong Dong   +4 more
semanticscholar   +1 more source

The Market Price of Risk, Size of Market and Investor's Risk Aversion

The Review of Economics and Statistics, 1970
A PREVIOUS paper [9] developed a model of the structure of equilibrium prices for risk assets in a purely competitive market in which a set of individually risk averse investors optimize their respective portfolios of risk assets in terms of common expectations and risk assessments with respect to a common horizon.
openaire   +1 more source

Investors’ Uncertainty and Stock Market Risk

Journal of Behavorial Finance, 2019
The authors propose a novel approach to model investors' uncertainty using the conditional volatility of investors' sentiment. Working with weekly data on investor sentiment, 6 major U.S.
Diego Escobari, Mohammad Jafarinejad
semanticscholar   +1 more source

Market risk and market-implied inflation expectations

International Review of Financial Analysis, 2019
We examine interactions between market risk and market-implied inflation expectations. We argue that these interactions are asymmetric and varied in time.
Lucjan T. Orłowski, Carolyne C. Soper
semanticscholar   +1 more source

Market Abuse and the Risk to the Financial Markets

2017
The Financial Services and Markets Act 2000 (FSMA 2000) gave the Financial Services Authority (FSA) four statutory objectives of maintaining market confidence (Section 3), raising public awareness (Section 4), protecting the consumer (Section 5) and reducing financial crime (Section 6).
openaire   +1 more source