impact that dominant stockholder's share pledging has on both systematic right-tail risk and left-tail risk. Furthermore, we … by share pledges, will reduce the systematic right-tail risk. Second, the controlling shareholder who pledges their own … holdings will bring down the systematic left-tail risk through the earnings management channel. Additionally, we conduct …

respective industry. Expected Return, Expected Risk, Co-efficient of Variation (CV) and Beta of stock have been calculated and … of 35 companies across seven sectors. This would help investors to identify the expected return and risk associated with … it is found that a risk averse investor can consider investing in Godrej Properties and HDFC Bank because both these …

handle risk in their portfolio management decisions. We conclude that the core value investing framework, as well as …

I propose a simple time-series risk measure in trading stock market anomalies, CoAnomaly, the time-varying average …, CoAnomaly carries a negative price of risk. These return patterns suggest that arbitrageurs take the time-varying correlation …

volatility and the market's implied volatility, is that they indicate the presence of systematic volatility risk to the firm …

risk-based, and the other purely statistical. The pricing kernel model expresses the expected return as the covariance of …