Works matching DE "RISK premiums"

Results: 1911

Robust optimal dividend-reinsurance-financing problems under standard deviation premium principle.

Published in:

Advances in Continuous & Discrete Models, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13662-025-03966-0

By:

Wang, Peiguang;
Wang, Wenli;
Wang, Zihui

Publication type:

Article

Control risk premium: Dual‐class shares, family ownership, and minority investor returns.

Published in:

Financial Management (Wiley-Blackwell), 2025, v. 54, n. 2, p. 199, doi. 10.1111/fima.12481

By:

Anderson, Ronald;
Ottolenghi, Ezgi;
Reeb, David;
Savor, Pavel

Publication type:

Article

When Do Green Stocks Outperform Brown Stocks?

Published in:

Journal of Impact & ESG Investing, 2025, v. 5, n. 4, p. 133, doi. 10.3905/jesg.2025.1.125

By:

Ito, Keisuke

Publication type:

Article

The Nexus Between Investors' Sentiment and Hedge Funds Risk Premiums.

Published in:

Studia Universitatis Babes-Bolyai, Oeconomica, 2024, v. 69, n. 2, p. 26, doi. 10.2478/subboec-2024-0008

By:

Vodă, Tudor-Ovidiu

Publication type:

Article

ECONOMIC POLICY UNCERTAINTY AND THE BITCOIN MARKET: AN INVESTIGATION IN THE COVID-19 PANDEMIC WITH TRANSFER ENTROPY.

Published in:

Singapore Economic Review, 2025, v. 70, n. 3, p. 647, doi. 10.1142/S0217590821500119

By:

HUYNH, TOAN LUU DUC;
WANG, MEI;
VO, VINH XUAN

Publication type:

Article

Green Washing, Green Bond Issuance, and the Pricing of Carbon Risk: Evidence from A-Share Listed Companies.

Published in:

Sustainability (2071-1050), 2025, v. 17, n. 11, p. 4788, doi. 10.3390/su17114788

By:

Zhu, Zhenyu;
Tian, Yixiang;
Zhao, Xiaoying;
Huang, Huiling

Publication type:

Article

Mételyezéstesztek a pénzügyi ökonometriában.

Published in:

Hungarian Statistical Review / Statisztikai Szemle, 2025, v. 103, n. 5, p. 421, doi. 10.20311/stat2025.05.hu0421

By:

Gábor, Rappai

Publication type:

Article

The impact of changing disclosure requirements, competition, and private capital on firm exit methods and premiums.

Published in:

Journal of Financial Research, 2025, v. 48, n. 2, p. 673, doi. 10.1111/jfir.12431

By:

Brau, James C.;
Sutton, Ninon K.;
Zheng, Qiancheng

Publication type:

Article

Organizational capital and private placements of common equity.

Published in:

Journal of Financial Research, 2025, v. 48, n. 2, p. 807, doi. 10.1111/jfir.12418

By:

Harris, Oneil;
Ngo, Thanh

Publication type:

Article

Do Financial Markets Respond to Populist Rhetoric?

Published in:

Oxford Bulletin of Economics & Statistics, 2024, v. 86, n. 3, p. 541, doi. 10.1111/obes.12591

By:

ÇAKMAKLI, CEM;
DEMİRALP, SELVA;
GÜNEŞ, GÖKHAN ŞAHİN

Publication type:

Article

Energy Supply Shock on European Stock Markets: Evidence from the Russia–Ukraine War.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 223, doi. 10.3390/jrfm18050223

By:

Rossi, Fabrizio;
Ni, Yinan;
Salvi, Antonio;
Sun, Yanfei;
Cebula, Richard J.

Publication type:

Article

Are business cycles in emerging market economies alike?

Published in:

International Economics & Economic Policy, 2023, v. 20, n. 4, p. 537, doi. 10.1007/s10368-023-00567-8

By:

Zhahadai, Bira

Publication type:

Article

The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit.

Published in:

International Economics & Economic Policy, 2022, v. 19, n. 2, p. 267, doi. 10.1007/s10368-022-00535-8

By:

Kadiric, Samir

Publication type:

Article

Nominal and real interest rates in OECD countries, changes in sight after covid-19?

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 3, p. 493, doi. 10.1007/s10368-021-00514-5

By:

Bismut, Claude;
Ramajo, Ismaël

Publication type:

Article

Project Valuation: Price Forecasts Bound to Discount Rates.

Published in:

Decision Analysis, 2021, v. 18, n. 2, p. 139, doi. 10.1287/deca.2021.0428

By:

Jafarizadeh, Babak;
Bratvold, Reidar B.

Publication type:

Article

Using the Volatility Index (VIX) As a Trading Indicator.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 4, p. 81, doi. 10.3905/jbis.2023.1.048

By:

Dolvin, Steven;
Foltice, Bryan

Publication type:

Article

Risk-Mitigated Deep Value--Bigger Bang, Less Buck.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 4, p. 46, doi. 10.3905/jbis.2023.1.046

By:

Brown, Rob

Publication type:

Article

EXPLAINING THE EQUITY RISK PREMIUM.

Published in:

Manchester School (1463-6786), 2006, v. 74, n. 6, p. 670, doi. 10.1111/j.1467-9957.2006.00522.x

By:

LUNGU, LAURIAN;
MINFORD, PATRICK

Publication type:

Article

FIRE RISK TRANSFER AND THE NIGERIAN ECONOMY (1999-2019).

Published in:

Studies in Business & Economics (18181228), 2024, v. 27, n. 1, p. 5, doi. 10.29117/sbe.2024.0146

By:

Fadun, Olajide Solomon;
Aduloju, Sunday Adekunle;
Ukpong, Mfon Sampson

Publication type:

Article

Mandatory Corporate Governance Rules and Auditor Behavior: The Case of Greece.

Published in:

International Journal of Accounting (World Scientific), 2019, v. 54, n. 4, p. 1, doi. 10.1142/S109440601950015X

By:

Michalopoulou, Konstantina

Publication type:

Article

The Politics of Sovereign Credit Spreads.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1894, doi. 10.1080/1540496X.2016.1201760

By:

Smaoui, Houcem;
Boubakri, Narjess;
Cosset, Jean-Claude

Publication type:

Article

Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1836, doi. 10.1080/1540496X.2016.1193730

By:

Mariani, Lucas Argentieri;
Laurini, Márcio Poletti

Publication type:

Article

Time-Varying Variance Risk Premium and the Predictability of Chinese Stock Market Return.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1734, doi. 10.1080/1540496X.2016.1186010

By:

Chen, Jian;
He, Chen;
Zhang, Jing

Publication type:

Article

An Empirical Analysis of the Volatility in the Open-End Fund Market: Evidence from China.

Published in:

Emerging Markets Finance & Trade, 2013, v. 49, p. 150, doi. 10.2753/REE1540-496X4905S411

By:

Xie, Shiqing;
Huang, Xichen

Publication type:

Article

Resilience of the Turkish Economy During the Global Financial Crisis of 2008.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 19

By:

Kılınç, Mustafa;
Kılınç, Zübeyir;
Turhan, M. Ibrahim

Publication type:

Article

Modeling Foreign Exchange Risk Premium in Armenia.

Published in:

Emerging Markets Finance & Trade, 2008, v. 44, n. 1, p. 41, doi. 10.2753/REE1540-496X440103

By:

Poghosyan, Tigran;
Kočenda, Evžen;
Zemčik, Petr

Publication type:

Article

FIVE RISK FACTORS MODEL: PRICING SECTORAL PORTFOLIOS IN THE BRAZILIAN STOCK MARKET.

Published in:

Revista Catarinense da Ciência Contábil, 2017, v. 16, n. 48, p. 81, doi. 10.16930/2237-7662/rccc.v16n48.2376

By:

MATHEUS DUARTE VALENTE VIEIRA;
VINICIUS MOTHÉ MAIA;
MARCELO CABÚS KLOTZLE;
ANTONIO CARLOS FIGUEIREDO

Publication type:

Article

Adoption of New Irrigation Technology Under Production Risk.

Published in:

Water Resources Management, 2008, v. 22, n. 2, p. 229, doi. 10.1007/s11269-007-9154-3

By:

Torkamani, Javad;
Shajari, Shahrokh

Publication type:

Article

Fundamental, Stock Market, and Macroeconomic Factors on Equity Premium – Evidence from Indonesia Stock Exchange.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2022, v. 8, n. 3, p. 161, doi. 10.32602/jafas.2022.022

By:

Basri, Basri;
Kusuma, Hadri;
Arifin, Zainal;
Hardjito, Dwipraptono Agus

Publication type:

Article

Company-Specific Risk and Small Company Valuation.

Published in:

Journal of Forensic Accounting Research, 2021, v. 6, n. 1, p. 33, doi. 10.2308/JFAR-19-026

By:

Cooper, Lauren A.;
DiGabriele, James A.;
Riley Jr., Richard A.;
Sorensen, Trevor L.

Publication type:

Article

Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund Returns.

Published in:

Journal of Wealth Management, 2010, v. 13, n. 1, p. 103, doi. 10.3905/JWM.2010.13.1.103

By:

RACICOT, FRANÇOIS-ÉRIC;
THÉORET, RAYMOND

Publication type:

Article

Risk Profiles of Distressed Hedge Funds.

Published in:

Journal of Wealth Management, 2008, v. 10, n. 4, p. 73, doi. 10.3905/jwm.2008.701853

By:

Mackey, Scott

Publication type:

Article

The value premium and uncertainty: An approach by support vector regression algorithm.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2191459

By:

Khoa, Bui Thanh;
Huynh, Tran Trong

Publication type:

Article

The profitability of technical analysis: Evidence from the piercing line and dark cloud cover patterns in the forex market.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1768648

By:

Alanazi, Ahmed S.;
Alanazi, Ammar S.;
McMillan, David

Publication type:

Article

Financial contracting and misreporting with limited enforcement, firm financing and growth.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1723826

By:

Adama, Adams Sorekuong Yakubu;
McMillan, David

Publication type:

Article

Analysis of industry risk premium with MVS three dimensions vector factor model.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1374814

By:

Sun, Feng;
Liu, Cheng;
Zhou, Xiaoguang;
McMillan, David

Publication type:

Article

Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2016.1270251

By:

Bosch-Badia, Maria-Teresa;
Montllor-Serrats, Joan;
Tarrazon-Rodon, Maria-Antonia;
McMillan, David

Publication type:

Article

Monetary Policy When the Central Bank Shapes Financial-Market Sentiment.

Published in:

Journal of Economic Perspectives, 2023, v. 37, n. 1, p. 53, doi. 10.1257/jep.37.1.53

By:

Kashyap, Anil K;
Stein, Jeremy C.

Publication type:

Article

Discussion of The Determination of Long-Term Credit Standing with Financial Ratios.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 1966, v. 4, n. 3, p. 67, doi. 10.2307/2490170

By:

West, Richard R.

Publication type:

Article

The effect of geopolitical risks on insurance premiums.

Published in:

Journal of Public Affairs (14723891), 2022, v. 22, n. 1, p. 1, doi. 10.1002/pa.2387

By:

Olasehinde‐Williams, Godwin O.;
Balcilar, Mehmet

Publication type:

Article

The impact of inflation risk on forward trading and production.

Published in:

Portuguese Economic Journal, 2015, v. 14, n. 1-3, p. 65, doi. 10.1007/s10258-015-0109-y

By:

Broll, Udo;
Wong, Kit

Publication type:

Article

Infinite-time absolute ruin in dependent renewal risk models with constant force of interest.

Published in:

Stochastic Models, 2017, v. 33, n. 1, p. 97, doi. 10.1080/15326349.2016.1216798

By:

Liu, Jiajun;
Yang, Yang

Publication type:

Article

Sovereign default network and currency risk premia.

Published in:

Financial Innovation, 2023, n. 1, p. 1, doi. 10.1186/s40854-023-00485-3

By:

Yang, Lu;
Yang, Lei;
Cui, Xue

Publication type:

Article

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-021-00316-3

By:

Racicot, François-Éric;
Théoret, Raymond

Publication type:

Article

RISK PREMIA AND THE PREFERENCE FOR ASYMMETRIC GAMBLES.

Published in:

Journal of Business & Behavioral Sciences, 2015, v. 27, n. 2, p. 93

By:

Conine Jr., Thomas E.;
McDonald, Michael B.;
Tamarkin, Maurry

Publication type:

Article

MODELLING THE DYNAMICS OF SOVEREIGN RISK PREMIUM.

Published in:

Oeconomica, 2014, n. 2, p. 87

By:

FUDULACHE, ADINA ELENA

Publication type:

Article

Optimal investment and reinsurance with premium control.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2781, doi. 10.3934/jimo.2019080

By:

Jiang, Xin;
Yuen, Kam Chuen;
Chen, Mi

Publication type:

Article

Beta condicional para liquidez no mercado acionário brasileiro e americano.

Published in:

Journal of Administrative Sciences / Revista Ciências Administrativas, 2019, v. 25, n. 2, p. 1, doi. 10.5020/2318-0722.2019.5258

By:

Girardi da Silveira, Vinicius;
Abbade da Silva, Rodrigo;
Mendes Vieira, Kelmara;
Silveira Amaro, Raphael;
Bittencourt Marconatto, Diego Antonio

Publication type:

Article

An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 2, p. 265, doi. 10.2307/2330850

By:

Son-Nan Chen

Publication type:

Article

The Monetary Impact on Return Variability and Market Risk Premia.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 5, p. 663, doi. 10.2307/2330855

By:

Klemkosky, Robert C.;
Jun, Kwang W.

Publication type:

Article