Does systematic risk change when markets close? An analysis using stocks’ beta
Sign Up to like & getrecommendations! Published in 2022 at "Economic Modelling"
DOI: 10.1016/j.econmod.2022.105782
Abstract: Investors' behavior and news or events occurring during the market closure affect open price variation. For these reasons, daytime and overnight returns and volatilities move differently. In light of these effects, it is natural to… read more here.
Keywords: risk; market; risk change; change markets ... See more keywords
The association between peri‐operative acute risk change (ARC) and long‐term survival after cardiac surgery
Sign Up to like & getrecommendations! Published in 2017 at "Anaesthesia"
DOI: 10.1111/anae.13967
Abstract: Acute risk change has been described as the difference in calculated mortality risk between the pre‐operative and postoperative periods of cardiac surgery. We aimed to assess whether this was associated with long‐term survival after cardiac… read more here.
Keywords: risk; acute risk; risk change; mortality ... See more keywords