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Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility

Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015162603

The idiosyncratic risk-return relation : a quantile regression approach based on the prospect theory

Lee, Bong-soo; Li, Leon - In: The journal of behavioral finance : a publication of … 17 (2016) 2, pp. 124-143

Persistent link: https://www.econbiz.de/10011590958

Do institutional ownership and innovation influence idiosyncratic risk?

Duppati, Geeta; Ploypailin Kijkasiwat; Hunjra, Ahmed Imran - In: Global finance journal 56 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014478947

Do Institutional Ownership and Innovation Influence Idiosyncratic Risk?

Duppati, Geeta; Ploypailin Kijkasiwat; Hunjra, Ahmed Imran - 2022

Business decisions influence the level of idiosyncratic risk. Several factors that contribute to idiosyncratic risk must be explored. Therefore, we examine the impact of innovation and institutional ownership on idiosyncratic risk for NYSE- and NASDAQ-listed firms. The sample contains 30,888...

Persistent link: https://www.econbiz.de/10013492442

The relationship between uncertainty and the market reaction to information : is it influenced by stock-specific characteristics?

Bird, Ron; Reddy, Krishna; Yeung, Danny - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 113-132

Persistent link: https://www.econbiz.de/10010393877

The impact of corporate environmental performance on market risk : the Australian industry case

Noor, Muhammad; Scrimgeour, Frank; Reddy, Krishna; … - In: Journal of business ethics : JOBE 132 (2015) 2, pp. 347-362

Persistent link: https://www.econbiz.de/10011414265

Comparative risk adjusted performance of Islamic, socially responsible and conventional funds : evidence from United Kingdom

Reddy, Krishna; Mirza, Nawazish; Naqvi, Bushra; Fu, Mingli - In: Economic modelling 66 (2017), pp. 233-243

Persistent link: https://www.econbiz.de/10011813729

The effects of recent terrorist attacks on risk and return in commodity markets

Ramiah, Vikash; Wallace, Damien; Veron, Jose Francisco; … - In: Energy economics 77 (2019), pp. 13-22

Persistent link: https://www.econbiz.de/10012306334

The sectoral effects of value-added tax : evidence from UAE stock markets

Gopakumar, Anagha Ann; Kaur, Avneet; Ramiah, Vikash; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16

This paper investigates the impact of 19 announcements pertaining to the introduction of value-added tax (VAT) in the United Arab Emirates (UAE) on equities listed on the Abu Dhabi Stock Exchange (ADX). Using a well-established event study methodology over the period 2015 to 2018, a sector-wise...

Persistent link: https://www.econbiz.de/10013471485

An investigative study of links between terrorist attacks and cryptocurrency markets

Almaqableh, Laith; Reddy, Krishna; Pereira, Vijay; … - In: Journal of business research : JBR 147 (2022), pp. 177-188

Persistent link: https://www.econbiz.de/10013271483