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   Articles with "systematic risk" as a keyword



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Systematic risk identification and assessment using a new risk map in pharmaceutical R&D.

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recommendations! Published in 2021 at "Drug discovery today"

DOI: 10.1016/j.drudis.2021.06.015

Abstract: Delivering transformative therapies to patients while maintaining growth in the pharmaceutical industry requires an efficient use of research and development (R&D) resources and technologies to develop high-impact new molecular entities (NMEs). However, increasing global R&D… read more here.

Keywords: using new; new risk; risk; risk map ... See more keywords

Does systematic risk change when markets close? An analysis using stocks’ beta

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recommendations! 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

Exploring the determinants of systematic risk through machine learning: evidence from Chinese listed companies

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recommendations! Published in 2024 at "Applied Economics"

DOI: 10.1080/00036846.2024.2431170

Abstract: ABSTRACT Understanding the key drivers of systematic risk is important for effective operations management and decision-making within a firm. This study explores the determinants of systematic risk based on firm-specific features, including the firm basic… read more here.

Keywords: determinants systematic; systematic risk; risk; chinese listed ... See more keywords

An early-warning risk signals framework to capture systematic risk in financial markets

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recommendations! Published in 2025 at "Quantitative Finance"

DOI: 10.1080/14697688.2025.2482637

Abstract: Despite extensive research on the relationship between systematic risk and expected returns, there exists limited knowledge of how early-warning risk signals could capture investors’ expectations about changes in systematic risk. Leveraging on graph theory and… read more here.

Keywords: risk signals; systematic risk; signals framework; risk ... See more keywords

Board diversity and systematic risk: evidence from emerging markets

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recommendations! Published in 2023 at "Managerial Finance"

DOI: 10.1108/mf-07-2022-0315

Abstract: Purpose This study aims to investigate the association between board diversity and systematic risk. The theoretical framework used in this study is based on agency and resource dependency theories.Design/methodology/approach Using a panel data set of 788… read more here.

Keywords: board diversity; board; diversity systematic; systematic risk ... See more keywords