The Effect of Managers on Systematic Risk
Management Sciences, 2020 Tracking the movement of top managers across firms, we document the importance of manager-specific fixed effects in explaining heterogeneity in firm exposures to systematic risk.
A. Schoar, Kelvin Yeung, Luo Zuo
semanticscholar +1 more source
Does FinTech drive asymmetric risk spillover in the traditional finance?
AIMS Mathematics, 2022 The rapid development of fintech has caused a great impact on traditional financial industries. It improves the quality of financial services but also buries potential risks at the same time.
Huayu Sun, Fanqi Zou , Bin Mo
doaj +1 more source
A systematic review of longitudinal risk factors for loneliness in older adults
Aging & Mental Health, 2021 Objectives To effectively reduce loneliness in older adults, interventions should be based on firm evidence regarding risk factors for loneliness in that population.
L. Dahlberg +3 more
semanticscholar +1 more source
Investigating the Relationship between Default Risk and Earning Response Coefficient (ERC) [PDF]
بررسیهای حسابداری و حسابرسی, 2014 One of the factors that previous studies have identified as an influential factor in Earning Response Coefficient (ERC) is default risk. The purpose of this study is to investigate the relationship between default risk and Earnings Response Coefficient ...
Ali Ebrahimi Kordlar +1 more
doaj +1 more source
Interventions to improve healthcare workers’ hand hygiene compliance: a systematic review of systematic reviews [PDF]
, 2018 Objective: To synthesize the existing evidence base of systematic reviews of interventions to improve healthcare worker (HCW) hand hygiene compliance (HHC).
Boyce +12 more
core +3 more sources
Measuring the effect of the North Korea-U.S. summit on the South Korean stock market
Cogent Economics & Finance, 2019 We examine the effects of the North Korea-U.S. summit and related events on the South Korean stock market over the period March 2018 to June 2018.
Huy Pham +4 more
doaj +1 more source
Risk Costs and the Choice of Market Return Index
Journal of Agricultural and Resource Economics, 1992 Six measures of returns are used to estimate the most "appropriate" market index for southeast Kansas farms. Results suggest that localized indices are more appropriate than state indices for use as the market index.
Koffi N. Amegbeto, Allen M. Featherstone
doaj +1 more source
Comparison of a Modified and Classic Fama-French Model for the Polish Market
Folia Oeconomica Stetinensia, 2017 This paper shows a comparison of the results of return, risk, and risk price simulation by a modified and classic Fama-French model. The modified model defines the new ICAPM state variable as a function of the structure of a company’s past financial ...
Urbański Stanisław
doaj +1 more source
Multiscale test of CAPM for three Central and Eastern European stock markets
Journal of Business Economics and Management, 2013 This paper examines the systematic risk and validity of the basic capital asset pricing model of Sharpe (1964), Lintner (1965) and Mossin (1966) in three Central and Eastern European stock markets (i.e. Slovenia, Hungary and Czech Republic).
Silvo Dajčman +2 more
doaj +1 more source
Default risk sharing between banks and markets : the contribution of collateralized debt obligations [PDF]
, 2005 This paper contributes to the economics of financial institutions risk management by exploring how loan securitization a.ects their default risk, their systematic risk, and their stock prices.
Franke, Günter, Krahnen, Jan Pieter
core +2 more sources