price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to … loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach …) on the daily closing price of JKII from 1 August 2020-13 August 2021 to predict the price and loss risk of JKII at 16 …

-probability fearsome risk, people often exaggerate the benefits of preventive, risk-reducing, or ameliorative measures. In both personal …

In this study, I develop a novel methodology to extract crash risk premia from options and stock markets. I document a … dramatic increase in crash risk premia after the 2008/2009 nancial crisis, indicating that investors are willing to pay high … financial and industrial sectors. At the same time, crash risk premia on the market index remained at pre-crisis levels. I …

convexity results in a 21% increase in a firm's crash risk after controlling for managerial price-increasing incentives. In … positive jump risk. We exploit an exogenous shock to compensation convexity, arising from a change in the expensing treatment … suggest that managerial equity compensation portfolios do not augment a firm's future idiosyncratic crash risk because they …