Purpose The purpose of this paper is to investigate if Bowman’s Paradox (negative association between risk and return … examines the relationship between four risk and return proxies, across a wide ranging time period and utilizing a number of … regression methodology measure. Findings Confirms the existence of the Paradox. Also documents that the association between risk …

simultaneously investigate the effects of heterogeneous information (PSOS) and information asymmetry (ADJPIN) on REIT excess returns … that heterogeneous information (PSOS) is significantly and positively associated with REIT excess returns while information … asymmetry (ADJPIN) is insignificant when controlling for other variables well known for affecting REIT excess returns …

between the major risk sources and to fathom the risk/disruption impact on agri-food supply chain performance in Ghana. Design …) undermining the performance of the chain. Originality/value This research contributes to the agri-food chain risk literature and …Purpose The purpose of this paper is to examine the key risk components (probability and consequence) and their …

investors choose the time horizon that is used to compute the past stock returns. Indeed, since past returns over overlapping … analyze how investors choose which of the past returns to use as a basis for their trading strategies and whether this choice … of stocks with uncorrelated past returns over overlapping time periods. In the study subjects were asked to make short …

the main drivers of real estate equity returns and determines whether loadings on systematic risk factors – the excess … to investigate determinants of real estate equity returns. Rolling Fama‐French regressions are applied to estimate time …‐varying loadings on systematic risk factors. Unconditional as well as conditional monthly Fama‐MacBeth regressions are employed to …

its relation changes in times of consecutive negative market returns for an emerging market, Malaysia. Design …/methodology/approach – The paper applies the autoregressive distributed model to link gold returns to stock returns with TGARCH/EGARCH error … positive but low correlation is found between gold and once‐lagged stock returns. Moreover, consecutive negative market returns …

. Exclusive suppliers often use simple returns policies for high‐value products to persuade their independent dealers to stock and … price items aggressively. For low‐value products, a return policy problem occurs; dealer requests for low‐value returns are …

Purpose – The purpose of this paper is to present a framework to manage product returns for reverse logistics by … focusing on estimation of returns for select categories of products in the Indian context. Design/methodology/approach – The … solution. Findings – The integrated framework helps in estimating returns for select categories of products and thereafter …