We investigate the link between firm volatility and risk-taking (RT) among 4232 institutions across 11 countries during … primary risk measure, the Z score and Merton distance-to-default, reveals that high RT contributed to lower stock return …

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 …

Purpose: This study examines the influence of individual blockholders on corporate risk-taking using Korean-listed firm …, increase corporate risk-taking by monitor and discipline the controlling shareholder’s self-serving decisions. However, as … corporate risk-taking is an empirical question. Design/methodology/approach: To test research the question, this study examines …

Changes in average FinaMetrica monthly risk tolerance scores were evaluated during the January 2007 to May 2012 time … influence average risk tolerance scores over time. A strong positive correlation (0.70) between average monthly risk tolerance … scores and the S&P 500 was noted. The standard deviation for average monthly risk tolerance scores was relatively low (1 …

The distribution of institutional investor risk-taking carries significant explanatory power for the cross-section of … asset returns. We compute an investor-level Value-at-Risk (VaR) measure - our proxy for ex-ante riskiness - from a …

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …