The main purpose of this study was to explore the relationship between market and accounting measures of risk and the … coefficients as a systematic risk measure. The research considered classical and downside risk measures. The profitability of a … company was expressed as ROA and ROE. When determining the downside risk, two approaches were employed: the approach by Bawa …

This paper examines the long‑term dependence between the Polish and German stock markets in terms of industry beta risk … estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and …, but Telecom was defensive. The results give a valuable insight into the systematic risk levels in Poland and Germany …

men. Once risk attitude is controlled for, this effect shrinks to only 2.6 percent. We find no difference when single … participation is mainly explained by different risk attitudes and monetary endowments, but women would participate even less in the … capital market if they reacted as sensitively to risk aversion as their male counterparts. Lastly, given participation in the …

this relation is driven by a link between internal economic locus of control and a lower perception of the risk of …

criteria to hedge climate change risk because physical risks have not yet fully materialized and policies to combat climate … plausibly exogenous changes in expectations about the level of a carbon tax in Germany. The risk-adjusted return on two …