, but decreased returns volatility. Third, political news, both good and bad, can affect stock return and stock return …

, analyze the effect of corporate reputation on stock return and risk. A model based on firms' financial market data was … reputation on return and risk, being the impact on the risk an area still little explored and with controversial results; thirdly … competitive advantage and on keeping a sustained superior performance. However, the impact of corporate reputation on risk, in …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk-return … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

cash and investing in a diversified bond portfolio helps to enhance the global portfolio return …

It is widely believed that stocks with high idiosyncratic risk exhibit stronger anomalies because arbitrageurs avoid … average more capital towards holding high idiosyncratic stocks than they do towards low idiosyncratic risk stocks. Contrary to … the prediction that diversification concerns prevent arbitrageurs from holding high idiosyncratic risk stocks, we find …

Inspired by Aumann and Serrano (2008) and Foster and Hart (2009), we propose risk-neutral options' implied measures of … riskiness and investigate their significance in predicting the cross section of expected returns per unit of risk. The empirical … stock returns. Stocks in the lowest riskiness portfolio have economically and statistically higher risk-adjusted returns …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk-return … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

study how these endogenous effects influence traditional measures of risk-adjusted performance. We show that structural …