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   Articles with "return trade" as a keyword



Flight-to-safety and the risk-return trade-off: European evidence

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recommendations! Published in 2020 at "Finance Research Letters"

DOI: 10.1016/j.frl.2019.09.009

Abstract: This paper investigates flight-to-safety from stocks to bonds in six European markets. We use quantile regressions to identify flight-to-safety episodes. The conditional risk-return trade-off on the stock markets is negative. Flight-to-safety episodes strengthen the negative… read more here.

Keywords: flight; flight safety; return trade; risk return ... See more keywords
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Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin

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recommendations! Published in 2020 at "Journal of Economics and Business"

DOI: 10.1016/j.jeconbus.2019.105886

Abstract: Abstract This study examines the link between returns and volatility of Bitcoin, at both contemporaneous and intertemporal levels, employing high-frequency data. The intraday price variability is proxied by four different measures, namely realized variance, jump… read more here.

Keywords: jump variation; risk return; return trade; bitcoin ... See more keywords

The R&D risk-return trade-off: exploring the diversity of young innovative firms

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recommendations! Published in 2025 at "European Planning Studies"

DOI: 10.1080/09654313.2025.2523998

Abstract: ABSTRACT Previous studies have established that young innovative companies (YICs), characterized by high levels of in-house research and development (R&D), exhibit a pronounced growth premium at the upper end of the conditional growth distribution and… read more here.

Keywords: innovation; return trade; young innovative; growth ... See more keywords

Conditional Dynamics and the Multihorizon Risk-Return Trade-Off

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recommendations! Published in 2021 at "Review of Financial Studies"

DOI: 10.1093/rfs/hhab053

Abstract: We propose testing asset pricing models using multihorizon returns (MHRs). MHRs effectively generate a new set of test assets that is endogenous to the model and that identifies a broad set of possible conditional misspecifications.… read more here.

Keywords: risk; risk return; return trade; dynamics multihorizon ... See more keywords

Does risk–return trade-off exist in the GCC stock markets?

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recommendations! Published in 2025 at "International Journal of Emerging Markets"

DOI: 10.1108/ijoem-06-2024-1107

Abstract: PurposeThis study investigates the presence of risk–return trade-offs in the Gulf Cooperation Council (GCC) stock markets. As emerging financial markets, GCC economies exhibit distinct structural characteristics, such as limited international participation, high dependence on oil… read more here.

Keywords: market; risk; return trade; gcc stock ... See more keywords

Management strategies for vaccinated animals after an outbreak of foot-and-mouth disease and the impact on return to trade

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recommendations! Published in 2019 at "PLoS ONE"

DOI: 10.1371/journal.pone.0223518

Abstract: An incursion of Foot-and-mouth disease (FMD) in a previously FMD-free country can cause significant economic damage from immediate and prolonged closure of FMD-sensitive markets. Whilst emergency vaccination may help contain disease, the presence of vaccinated… read more here.

Keywords: return trade; foot mouth; disease; management ... See more keywords