Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial … significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price … the assets or to determine the cost of capital. We empirically investigate the ability of several commonly proposed risk …

portfolio returns by using market risk factor, size risk factor and book-to-market ratio risk factors. Size factor has no effect …

Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial … significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price … the assets or to determine the cost of capital. We empirically investigate the ability of several commonly proposed risk …

approach based upon the psychology of investors. In this approach, security expected returns are determined by both risk and …

values for the market price of risk and the equity premium. …

Measuring risk in the stock market context is one of the key challenges of modern finance. Despite the substantial … significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price … assets or to determine the cost of capital. We empirically investigate the ability of several commonly proposed risk factors …

, when the fraction of qualified owners is smaller, or when risk aversion, volatility, or hedging demand are larger. Supply …

yields mixed results. This paper investigates the differences in risk profiles and realized returns between ethical and non … years of poor stock market performance, which indicates that systematic risk of ethical funds may be higher. …