-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock … lower tail (0.1 quantile), that is for large negative stock returns, the trade-off is significantly negative. Additionally … market portfolio. We find that the risk-return trade-off is significantly positive at the upper tail (0.9 quantile), where …

idiosyncratic risk and stock returns in the Indian stock market employing quantile regressions. Using quantile regressions, this … study demonstrates that idiosyncratic volatility and stock returns relation is quantile dependent. The relation between …The relation between idiosyncratic risk and stock returns is currently a topic of debate in the academic literature. So …

/11 terrorist attacks and severe acute respiratory syndrome, quantile regression approach reveals how EPU influences airline stock …