risk perceptions and expected returns. Thus, new good or bad information has an amplified effect on stock valuations. In … primary implications are that ex ante perceptions of risk and return vary inversely and that affect has a strong influence on … valuation. This means that simple statistical measures of risk are unlikely to fully capture risk perceptions and that market …

risk perceptions and expected returns. Thus, new good or bad information has an amplified effect on stock valuations. In … primary implications are that ex ante perceptions of risk and return vary inversely and that affect has a strong influence on … valuation. This means that simple statistical measures of risk are unlikely to fully capture risk perceptions and that market …

risk perceptions and expected returns. Thus, new good or bad information has an amplified effect on stock valuations. In … primary implications are that ex ante perceptions of risk and return vary inversely and that affect has a strong influence on … valuation. This means that simple statistical measures of risk are unlikely to fully capture risk perceptions and that market …

three leading energy commodities, namely crude oil, natural gas and ethanol, using intra-day data. The detailed analysis of …