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Real estate as a common risk factor in bank stock returns
Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130
Persistent link: https://www.econbiz.de/10011966483
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Do Lower Returns on Bank Stocks Suggest Lower Cost of Capital? An Explanation for the Low Risk Anomaly and the Loan Growth Effect
Mao, Mike Qinghao - 2018
of capital from cash flow and discount rate news in bank stock returns, we show that the lower returns do not suggest … evidence points to the nontrivial role of investors' inefficient forecasts of expected bank risk and fundamentals …
Persistent link: https://www.econbiz.de/10012930035
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Climate transition risk and the role of bank capital requirements
Garcia-Villegas, Salomon; Martorell, Enric - In: Economic modelling 135 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014549081
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An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
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Bank governance structures and risk taking
Froneberg, Dennis - 2015
Persistent link: https://www.econbiz.de/10013445898
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Risks in banks and its impact on volatility of market returns : an empirical approach
Singh, Prakash; Kumar, Sukriti - In: International journal of Indian culture and business … 17 (2018) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10011960165
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Country risk and bank stability
Huang, Jiang-Chuan; Lin, Hueh-Chen - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 72-96
Persistent link: https://www.econbiz.de/10012655441
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Pricing climate change risks : CAPM with rare disasters and stochastic probabilities
Karydas, Christos; Xepapadeas, Anastasios - 2019
There are concerns that climate-related physical and political risks are not yet properly reflected in asset prices. To address these concerns, we develop a dynamic asset pricing framework with rare disasters related to climate change. The novelty of this paper lies in linking carbon emissions...
Persistent link: https://www.econbiz.de/10011962146
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Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars
Novy-Marx, Robert - In: Journal of financial economics 112 (2014) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10010410738
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Sustainable portfolio management under climate change
Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10012174982