Narrow search
Showing 1 - 10 of 9,347
Cover Image
The influence of voluntary disclosure on the volatility of firms from a multi-stakeholder perspective
Coluccia, Daniela; Fontana, Stefano; Solimene, Silvia - In: International journal of managerial and financial accounting 9 (2017) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10011795087
Cover Image
Shareholding networks and centrality : an application to the Italian financial market
D'Errico, M.; Grassi, R.; Stefani, S.; Torriero, Anna - In: Networks, topology and dynamics : theory and …, (pp. 215-228). 2009
Persistent link: https://www.econbiz.de/10003774333
Cover Image
Why has idiosyncratic volatility increased in Europe?
Palard, Jean-Etienne - In: Risk management and value : valuation and asset price, (pp. 337-378). 2008
Persistent link: https://www.econbiz.de/10003686196
Cover Image
Value vs. growth : who leads the cyclical stock market?
Meng, Li - In: Banking and finance review 3 (2011) 2, pp. 121-131
Persistent link: https://www.econbiz.de/10009729635
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011520321
Cover Image
Market structure, volatility, and performance of H shares
Xu, Xiaoqing Eleanor - In: The Chinese economy 34 (2001) 1, pp. 49-73
Persistent link: https://www.econbiz.de/10001620342
Cover Image
Why Does Idiosyncratic Risk Increase with Market Risk?
Bartram, Söhnke M. - 2017
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10012968364
Cover Image
Why Does Idiosyncratic Risk Increase with Market Risk?
Bartram, Söhnke M. - 2017
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across ex-changes, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10012968929
Cover Image
Why Does Idiosyncratic Risk Increase with Market Risk?
Bartram, Söhnke M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10012985580