Brick, I., O. Palmon, and I. Venezia. 2015. On the relationship between accounting risk and return: Is there a (Bowman) paradox? European Management Review 12, 99-111.On the Relationship between Accounting Risk and Return:Is There a (Bowman)Paradox?. Ivan E Brick,Oded Palmon,Itzhak ...
A cornerstone in finance theory continues to be the positive relationship between risk and return in spite of Fama and French (The Journal of Finance 47(2) (1992) 427–65) and several later papers finding no relationship between the two variables. Twelve years earlier, Bowman (Sloan Management...
Risk-Return Analysis: Definition & Methods from Chapter 15 / Lesson 6 31K In financial management, a risk-return analysis determines how much risk is involved in investment relative to its potential rate of return. Explore the definition and methods ...
A COMMON STATISTIC for a bond is its market yield or internal rate of return. Numerous articles have been written utilizing the internal rate of return to examine the price volatility of bonds [9], [14], [21]. However, all these studies have two factors in common. One, they are nonsto...
This paper delves into the nuanced dynamics influencing the outcomes of risk assessment (RA) in scientific research projects (SRPs), employing the Naive Bayes algorithm. The methodology involves the selection of diverse SRPs cases, gathering data encompa
The fundamental role of the banking sector in society and the economy necessitates extensive regulation and supervision. Given that increased risk-taking behavior can undermine the stability of the banking sector, it is crucial to identify the factors affecting banks’ risk-taking. This study focuses...
Taking daily excess return series of SSEC and SP500 as example,this paper comprehensively investigates the relationship between risk premium and volatility of stock market using SV-M model.We find that there is a negative relationship between risk premium and volatility in SSEC but positive one in...
This paper empirically tests the relation between accounting conservatism and systematic risk. The idea is that in firms with higher systematic risk, managers have higher incentives to delay the recognition of bad news in the hope of future good news. The statistical sample consisted of 132 ...
According to our result, we came to a conclusion there was no exists positive relationship average return of the portfolio and its beta. However, the result was not supportive the theory's basic statement that high/low risk is related to high/ low return. The finding of the test is ...
In this study, we examined cross-lagged effects of effort-reward imbalance (ERI; i.e., an indicator of work stress) and mental health (i.e., depressive symptoms) at the within-person level, while accounting for between-person variability. We used data from five panel waves gathered in ...