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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...
Persistent link: https://www.econbiz.de/10010322253
and current account/GDP exceed 10%. We investigate the size distribution and the durability of current account deficits … balances. Excluding the US, we find that size does matter: the length of current account deficit spells is negatively related … to the relative size of the countries' GDP. We conclude that the continuation of the fast growth rate of China, while …
Persistent link: https://www.econbiz.de/10010322714
capture patterns in returns on regional and global portfolios of stocks; (ii) size-effect models substantially outperform …
Persistent link: https://www.econbiz.de/10010326554
, size and distribution of industry are discussed in light of the laissez fair paradigm. The non-direct interventionist …
Persistent link: https://www.econbiz.de/10010343209
, national as well as regional information management systems are being developed. We discuss how the size of an information … information management system to internalize externalities. Then, the size of the governance of information management systems …
Persistent link: https://www.econbiz.de/10011661599
on the company's websites can contribute more value to the firms. Meanwhile, company size does not significantly …
Persistent link: https://www.econbiz.de/10011995332
increase with size. Relatively smaller firms have diminishing returns, while larger companies have non-diminishing to …
Persistent link: https://www.econbiz.de/10012055285
leadership with regard to international orientation, stage of development and size of business. …
Persistent link: https://www.econbiz.de/10011920282
The aim of this paper is to provide some preliminary evidence on relation between size, diversification and risk in … of their outreach and size of credit portfolio. On the risk side, based on accounting and market based risk measures, we …
Persistent link: https://www.econbiz.de/10011938316
The purpose of this paper is to provide an in-depth description of the inter-relationship between firm size, growth … capitalization. Panel data techniques were employed using 700 observations of each of the variables of study; size (log natural of … relationship with the growth of the firm; however size has less significant and negative impact on the profitability. One …
Persistent link: https://www.econbiz.de/10011938326