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A replication of Bowman's paradox across 28 countries

Patel, Pankaj C.; Li, Mingxiang; Park, Haemin Dennis - In: Journal of Innovation & Knowledge (JIK) 3 (2018) 3, pp. 128-142

This study assessed the generalizability of Bowman's paradox across 12,235 firms from 28 countries. Cross-sectional and longitudinal relationships between risk and return provided broad support for the presence of Bowman's paradox in diverse country settings (Asia, Europe, and South Africa),...

Persistent link: https://www.econbiz.de/10011946753

On skewed risks in economic models and experiments

Ebert, Sebastian - In: Journal of economic behavior & organization : JEBO 112 (2015), pp. 85-97

Persistent link: https://www.econbiz.de/10011399355

Tail risk in energy portfolios

González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434

Persistent link: https://www.econbiz.de/10011298962

Higher moments and beta asymmetry : evidence from Australia

Doan, Minh-Phuong; Lin, Chien-ting; Chng, Michael - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 779-807

Persistent link: https://www.econbiz.de/10011348087

Aversion to risk and downside risk in the large and in the small under non-expected utility : a quantile approach

Chavas, Jean-Paul; Kim, Kwan-soo - In: Theoretical economics letters 5 (2015) 6, pp. 784-804

Persistent link: https://www.econbiz.de/10011439614

Export decision under risk

Sousa, José de; Disdier, Anne-Célia; Gaigné, Carl - 2016

of export shares from the most to the least productive incumbents. Greater skewness of the demand distribution and …

Persistent link: https://www.econbiz.de/10011547934

Low risk anomalies?

Schneider, Paul; Wagner, Christian; Zechner, Josef - 2016

skewness. The empirical patterns con- cisely match the predictions of our model which generates skewness of stock returns via …

Persistent link: https://www.econbiz.de/10011550433

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

following parameters are varied: the riskless return, the market standard deviation, the market stock premium, and the skewness …

Persistent link: https://www.econbiz.de/10010490408

What do data on millions of US workers reveal about life-cycle earnings risk?

Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2015

incomplete markets. In particular, earnings shocks display strong negative skewness and extremely high kurtosis - as high as 30 …

Persistent link: https://www.econbiz.de/10010482953

Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets

Huber, Jürgen; Kirchler, Michael; Stefan, Matthias - In: Journal of economic behavior & organization : JEBO 107 (2014) 2, pp. 798-809

Persistent link: https://www.econbiz.de/10011296538