We estimate how an acquiring firm's risk changes depending on whether the market initially judges the acquisition to be …, acquisitions judged negatively by the market result in a 5% increase in total risk, while acquisitions judged positively by the … market feature a 30-basis-point increase in total risk. We found the median acquisition to be value creating, not value …

The purpose of this paper is to approach the way investors perceive the risk associated with unexpected environmental … description of the events included in the sample, we estimate the systematic risk of assets connected to these events. The goal is … to capture possible abnormalities as well as to observe investors'; psychology of risk after the occurrence of an …

This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of … an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are … studied separately. We start from the historical trend in the magnitude of risk and then turn to the relation between …

represents a unique opportunity to understand the performance of risk factors during severe economic times across international … heterogeneous responses of option-implied expected market risk premia across alternative stock market indices, and between the Great …

, gold prices, oil prices, and Bitcoin prices in the short run to control the risk of returns in the sustainable stock market …

risk perception influences employees’ willingness to assist in times of public crisis, taking COVID-19 as a specific … research scenario and based on the theory of “tend and befriend”. This study hypothesized that risk perception will influence …. A questionnaire survey of 925 practitioners from various industries in the pandemic area revealed that: risk perception …