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Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets

Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38

Persistent link: https://www.econbiz.de/10010531290

Country-specific idiosyncratic risk and global equity index returns

Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337

Persistent link: https://www.econbiz.de/10009693293

A risk evaluation method for the high-tech project investment based on uncertain linguistic variables

Liu, Peide; Zhang, Xin; Liu, Weilong - In: Technological forecasting & social change : an … 78 (2011) 1, pp. 40-50

Persistent link: https://www.econbiz.de/10009303072

Food scandals, media exposure, and citizens' safety concerns : a multilevel analysis across Chinese cities

Liu, Peng; Ma, Liang - In: Food policy : economics planning and politics of food … 63 (2016), pp. 102-111

Persistent link: https://www.econbiz.de/10011633711

Financial structures, political risk and economic growth

Liu, Pei; Peng, Yuchao; Shi, Yukun; Yang, Junhong - In: The European journal of finance 28 (2022) 4/5, pp. 356-376

Persistent link: https://www.econbiz.de/10013373285

Does geopolitical risk affect firms' idiosyncratic volatility? : evidence from China

Ren, Xiaohang; Cao, Yuxuan; Liu, Pei; Han, Dun - In: International review of financial analysis 90 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014469960

Conditional Risk-Return Relationship in a Time-Varying Beta Model

Huang, Peng - 2018

We investigate the asymmetric risk–return relationship in a time-varying beta CAPM. A state space model is established and estimated by the Adaptive Least Squares with Kalman foundations proposed by McCulloch. Using S&P 500 daily data from 1987:11–2003:12, we find a positive risk–return...

Persistent link: https://www.econbiz.de/10012931067

Advance booking discount for risk-averse firm in the presence of spot market

Ma, Shanshan; Xing, Wei; Liu, Xiaohua; Wang, Liyan - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 8, pp. 2246-2258

Persistent link: https://www.econbiz.de/10012549889

Project portfolio implementation under uncertainty and interdependencies : a simulation study of behavioural responses

Wang, Lin; Kunc, Martin; Li, Jianping - In: Journal of the Operational Research Society 71 (2020) 9, pp. 1426-1436

Persistent link: https://www.econbiz.de/10012264784

Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets

Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014479044