stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence … of COVID-19 and oil price shocks on the geopolitical risk levels, economic policy uncertainty and stock market volatility … over the low frequency bands. The effect of the COVID-19 on the geopolitical risk substantially higher than on the US …

Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the … construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs … risk for DAX, MDAX, and CAC40 decreases from joining a common hypothetical stock market, while for FTSE100, FTSE MIB, and …

This paper determines whether the world market risk, country-specific total risk, and country-specific idiosyncratic …, stacked time-series, and pooled panel regressions indicate that the world market risk is not, but country-specific total and … risk are priced in an international capital asset pricing model (ICAPM). The paper also tests if the price of risk …

components: political risk and economic policy risk. We uncover the surprisingly low correlation between the two variables, and … utmost relevance of political risk, which explains and predicts returns driven by both short-term and long-run correlations …

In this study, we examine how idiosyncratic risk is correlated with a wide array of anomalies, including asset growth … between idiosyncratic risk and abnormal return. It suggests that the existence of these well-known anomalies is due to … idiosyncratic risk. In addition, we find that idiosyncratic risk has less impact on abnormal return in developed countries than …

In this study, we examine how idiosyncratic risk is correlated with a wide array of anomalies, including asset growth … between idiosyncratic risk and abnormal return. It suggests that the existence of these well-known anomalies is due to … idiosyncratic risk. In addition, we find that idiosyncratic risk has less impact on abnormal return in developed countries than …

Index) and individual stock price crash risk. We examine the stock price behavior of 35 countries' listed firms from 2004 to …

maximizing and minimizing the risk. The rolling compounded annual growth rate (CAGR) of the flagship S&P BSE SENSEX index as well … extending the investment horizon by couple of years even if they are faced with huge market risk towards the end of their …