that the firm's cost of capital is a joint effect of its payoff risk and payoff mean. The CAPM equilibrium mechanism has …

. Inthis paper, we analyze the statistical properties of the inflation risk assessments that have been published by the Bank … ante risk assessments and the ex post forecast errors at horizons from zero to eight quarters. These results illustrate the …

problem as a dynamic lottery with personal information under the risk of privacy shocks. Subjects in the experiment receive …

risk forecasts of the Bank of England and the Sveriges Riksbank, however, we do not find conclusive evidence for … informativeness, that is, for a systematic connection between risk assessments and forecast errors. Thus, it seems questionable … whether macroeconomic risk forecasts are meaningful …

Macroeconomic risk assessments play an important role in the forecasts of many institutions. However, to the best of … our knowledge their performance has not been investigated yet. In this work, we study the Bank of England?s risk forecasts …

contribute to this debate by linking accounting information quality to systematic risk, inspired by recent theoretical … accounting information quality is significantly and negatively related to systematic risk. This relation is robust to alternative … proxies for the two constructs, including a model-free measure of risk. Further analysis indicates that improving accounting …

problem as a dynamic lottery with personal information under the risk of privacy shocks. We explore how the notification about …

This study reveals the information content of individual investors' risk-adjusted return expectations. Although … risk-adjusted return expectations is predictive of future risk-adjusted stock performance. Stock purchases that investors …