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Systematic and idiosyncratic risks of the U.S. Airline industry

Bhuyan, Rafiqul; Mollick, André Varella; Amin, Md. Ruhul - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-13

Understanding the risky nature of the airline industry has received attention in the tourism literature from separate angles. Although the systematic risk of the airline industry has been examined before, idiosyncratic risk has largely been ignored. This study fills this gap in the tourism...

Persistent link: https://www.econbiz.de/10014332544

Systematic and idiosyncratic risks of the U.S. Airline industry

Bhuyan, Rafiqul; Mollick, André Varella; Amin, Md. Ruhul - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-13

Persistent link: https://www.econbiz.de/10013380405

PORTFOLIO ANALYSIS BASED ON THE EXAMPLE OF ZAGREB STOCK EXCHANGE

Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Sasa - In: UTMS Journal of Economics 1 (2010) 1, pp. 39-52

In this paper we analyze the portfolio that was selected from the Zagreb Stock Exchange and also try to assess its risks and its future offerings that are relevant in making the decisions about investments. Through the work we will explain the importance of diversification and how the very...

Persistent link: https://www.econbiz.de/10009143460

Are Credit Markets Tone Deaf? Evidence from Credit Default Swaps

Doshi, Hitesh - 2019

associated with changes in credit default swap (CDS) spreads and are incremental to price changes implied via equity market …

Persistent link: https://www.econbiz.de/10012895436

Mean Swap Variance, Portfolio Thoery and Asset Pricing

Chow, Victor - 2018

Superior to the variance, "swap variance (SwV)" summarizes the entire probability distribution of returns and is … unbiased to distributional asymmetry. Retaining the same simplicity as mean-variance (MV) model, the efficiency of mean-swap …

Persistent link: https://www.econbiz.de/10012934044

Leverage and Returns in Three Countries of Southern European Region

Artikis, Panayotis; Nifora, Georgia - In: European Research Studies Journal XIV (2011) 4, pp. 3-26

This paper aims to investigate the impact of leverage on stock returns in three southern European countries, members of the Euro zone, Greece, Italy and Portugal from 2000 to 2010. The portfolio level analysis is performed both on a full sample basis and on an industry basis. The main...

Persistent link: https://www.econbiz.de/10010663684

INDEKS QUASI-BETA: WYKORZYSTANIE WIELOWYMIAROWEJ ANALIZY PORoWNAWCZEJ DO WYZNACZANIA INDEKSU RYZYKA INWESTYCJI W AKCJE NA GPW W WARSZAWIE

Cwynar, Wiktor - In: "e-Finanse" 6 (2010) special, pp. 1-14

ryzyka inwestycji. W artykule podjeto probe oszacowania indeksow quasi-beta z wykorzystaniem wielowymiarowej analizy … (quasi-beta) jako taksonomiczne miary rozwoju, a nastepnie dokonano ich analizy. Uzyskane wyniki sa obiecujace – najwyzsze … wartosci indeksow quasi-beta uzyskaly spolki, ktore niezaleznie od przyjetej optyki czy wykorzystanych miar okreslic mozna …

Persistent link: https://www.econbiz.de/10008774108

A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)

Lusk, Edward J.; HALPERIN, Michael; Yue, Li - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 3-4, pp. 168-177

The authors investigated Arnold’s conjecture that Leverage (Financial Gearing) and Operating Gearing should be positively related to the equity ß of the Sharpe/Lintner CAPM. They find for a sample of the S&P 500 firms that have been on that index continuously for more than 15 years, that ß...

Persistent link: https://www.econbiz.de/10005698627

Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial listing requirements on the various markets. We...

Persistent link: https://www.econbiz.de/10011258000

Agency-based asset pricing

Gorton, Gary B.; He, Ping; Huang, Lixin - In: Journal of Economic Theory 149 (2014) C, pp. 311-349

We study an infinite-horizon Lucas tree model where a manager is hired to tend to the trees and is compensated with a fraction of the treesʼ output. The manager trades shares with investors and makes an effort that determines the distribution of the output. When the manager is less (more)...

Persistent link: https://www.econbiz.de/10011042957

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