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The non-linear effect of CSR on firms’ systematic risk: International evidence
, 2021This study examines the nonlinear effects of corporate social responsibility (CSR) on firms’ systematic risk and identifies the degree of operating leverage as a channel through which CSR exerts its influence on firm risk.
Tazrina Farah +3 more
semanticscholar +1 more source
SSRN Electronic Journal, 2008
Using the restrictions implied by the heteroskedasticity of stock returns, we identify four factors in the U.S. industry returns. The first correlates highly with the market portfolio; the second is a portfolio of stocks that produce investment goods minus stocks that produce consumption goods; the third differentiates between cyclical and noncyclical ...
Igor Makarov, D. Papanikolaou
openaire +2 more sources
Using the restrictions implied by the heteroskedasticity of stock returns, we identify four factors in the U.S. industry returns. The first correlates highly with the market portfolio; the second is a portfolio of stocks that produce investment goods minus stocks that produce consumption goods; the third differentiates between cyclical and noncyclical ...
Igor Makarov, D. Papanikolaou
openaire +2 more sources
Journal of Clinical Nursing, 2021
AIM The current systematic review aimed to present the pooled estimated prevalence and risk factors of PPD. BACKGROUND Postpartum depression seriously affects the physical and mental health of the mother and child.
Xueyan Liu, Shuhui Wang, Guangpeng Wang
semanticscholar +1 more source
AIM The current systematic review aimed to present the pooled estimated prevalence and risk factors of PPD. BACKGROUND Postpartum depression seriously affects the physical and mental health of the mother and child.
Xueyan Liu, Shuhui Wang, Guangpeng Wang
semanticscholar +1 more source
SSRN Electronic Journal, 2016
We propose new systematic tail risk measures constructed using two different approaches. The first extends the canonical downside beta and co-moment measures, while the second is based on the sensitivity of stock returns to innovations in market crash risk.
Richard D. F. Harris +2 more
openaire +1 more source
We propose new systematic tail risk measures constructed using two different approaches. The first extends the canonical downside beta and co-moment measures, while the second is based on the sensitivity of stock returns to innovations in market crash risk.
Richard D. F. Harris +2 more
openaire +1 more source
Understanding Systematic Risk: A High‐Frequency Approach
Journal of Finance, 2020Under a large dimensional approximate factor model for asset returns, I use high-frequency data for the S&P 500 firms to estimate the latent continuous and jump factors.
Markus Pelger
semanticscholar +1 more source