نتایج جستجو برای: Idiosyncratic Risk
تعداد نتایج: 947323 فیلتر نتایج به سال:
In this study, the impact of corporate social responsibility (CSR ) disclosure on idiosyncratic risk has been investigated concerning three stakeholder theory, information asymmetry, and risk management. It also goes further and explores the impact of some corporate governance mechanisms such as ownership structure, board characteristics, and incentive contracts on this relationship. To achieve...
The aim of this study is to investigate the effect of CEO Overconfidence on banks Risk Taking using the Generalized Method of Moments (GMM) of banks in Tehran Stock. These Three dimensions Corporate Risk Taking in our tests :( Total Risk, Idiosyncratic Risk and Systematic Risk). For this purpose one hypotheses are developed and data on the 16 Bank in Tehran Stock Exchange for the period of 1390...
The dynamic effect of idiosyncratic risk on market returns has been debated recently. Previous studies examine the effect based on a regression of excess returns on one-lagged volatility. We claim this approach provides only a partial, limited picture of the dynamic effect of idiosyncratic risk that tends to be persistent over time. By correcting for the serial correlation in idiosyncratic vola...
In Merton (1987), idiosyncratic risk is priced in equilibrium as a consequence of incomplete diversification. We modify his model to allow the degree diversification vary with average volatility. This simple recognition results state‐dependent premium that higher when volatility low, and vice versa. The data appear be consistent positive for both US other developed markets.
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