Global idiosyncratic risk moments
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DOI: 10.1007/s00181-017-1301-y
Abstract: We investigate a global cross-sectional relation between idiosyncratic risk moments and expected stock returns by suggesting three global idiosyncratic volatility, skewness, and kurtosis risk factors. We also suggest two global small minus big and high… read more here.
Keywords: risk; risk moments; risk factors; idiosyncratic risk ... See more keywords
Environmental disclosure and idiosyncratic risk in the European manufacturing sector
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DOI: 10.1016/j.eneco.2020.104715
Abstract: Abstract We study the impact of environmental disclosure on the idiosyncratic risk of European manufacturing firms. Utilizing a panel data set of 288 firms from 17 European countries during the period from 2005 to 2016,… read more here.
Keywords: risk; environmental disclosure; disclosure idiosyncratic; risk european ... See more keywords
Idiosyncratic Risk in Housing Markets
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DOI: 10.1093/rfs/hhab033
Abstract: Most US households invest a substantial fraction of their wealth in an individual asset: their family home. This paper studies the empirical properties of idiosyncratic house price risk using a novel micro-dataset of house sales… read more here.
Keywords: housing markets; risk housing; risk; house ... See more keywords
Bridging the gap between management and finance: entrepreneurial orientation and idiosyncratic risk
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DOI: 10.1108/mf-05-2019-0256
Abstract: PurposeManagement theorists suggest that entrepreneurially oriented firms manifest higher risk levels than more conservative companies, but executives of such firms and their consultants argue that the opposite is true. The purpose of this paper is… read more here.
Keywords: methodology; risk; finance; idiosyncratic risk ... See more keywords
Idiosyncratic Risk, Stock Returns and Investor Sentiment
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DOI: 10.18488/journal.aefr.2018.87.914.924
Abstract: A growing number of studies show that idiosyncratic risk is positively related to stock returns. However, the results of such works are not consistent with each other. Since the weighting function of prospect theory is… read more here.
Keywords: sentiment; idiosyncratic risk; risk stock; stock returns ... See more keywords