- The Pollution Premium
2023/02/27 by PO‐HSUAN HSU, Kai Li, KAI LI +2 · 10 citations
Economics, Econometrics and Finance · #Business #Capital asset pricing model #Climate Change Policy and Economics #Corporate governance #Econometrics #Economics #Finance #Financial Markets and Investment Strategies #Financial economics #Market Dynamics and Volatility #Market portfolio #Market risk #Pollution #Portfolio #Risk premium #Systematic risk
- Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
2019/08/09 by ANDREY GOLUBOV, Andrey Golubov, THEODOSIA KONSTANTINIDI +1 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Arbitrage #Capital asset pricing model #Cash flow #Component (thermodynamics) #Corporate Finance and Governance #Econometrics #Economics #Finance #Financial Markets and Investment Strategies #Financial Reporting and Valuation Research #Financial economics #Intrinsic value (animal ethics) #Leverage (statistics) #Market portfolio #Market value #Mathematics #Operating leverage #Portfolio #Predictability #Profitability index #Risk premium #Statistics #Systematic risk #Value (mathematics) #Value premium
- IDIOSYNCRATIC RISK, AGGREGATE RISK, AND THE WELFARE EFFECTS OF SOCIAL SECURITY
2018/10/02 by Daniel Harenberg, Alexander Ludwig · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Actuarial science #Aggregate (composite) #Ask price #Crowding out #Econometrics #Economic theories and models #Economics #Finance #Financial Literacy, Pension, Retirement Analysis #Fiscal Policy and Economic Growth #Microeconomics #Monetary economics #Pension #Public economics #Social Welfare #Social insurance #Social security #Systematic risk #Welfare
- Idiosyncratic Volatility and Product Market Competition*
2006/11/01 by José‐Miguel Gaspar, Massimo Massa · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Econometrics #Economics #Financial Markets and Investment Strategies #Financial economics #Implied volatility #Market Dynamics and Volatility #Market power #Microeconomics #Monetary economics #Product market #Stock (firearms) #Stock market #Systematic risk #Volatility (finance) #Volatility risk premium #Volatility smile #Volatility swap
- Systematic risk behavior of financially distressed firms
1976/05/01 by Marion M. Bradford, Richard W. McEnally, Rebecca B. Todd · 1 voice · 741 citations
Agricultural and Biological Sciences · Biochemistry, Genetics and Molecular Biology · Business, Management and Accounting · Chemistry · Economics, Econometrics and Finance · Mathematics · #Absorption (acoustics) #Actuarial science #Biochemistry #Bradford protein assay #Chemistry #Chromatography #Colorimetry #Coomassie Brilliant Blue #Corporate Finance and Governance #Credit Risk and Financial Regulations #Earnings #Econometrics #Economics #Fermentation and Sensory Analysis #Finance #Financial Distress and Bankruptcy Prediction #Financial distress #Financial risk #Financial risk management #Financial system #Leverage (statistics) #Mathematics #Meat and Animal Product Quality #Microgram #Muscle metabolism and nutrition #Organic chemistry #Risk management #Sodium #Sodium dodecyl sulfate #Statistics #Systematic review #Systematic risk