Is tail risk priced in the cross-section of international stock index returns? by Aleksander Mercik

Subjects: “…tail risk…”
Get full text

Tail risk modelling of cryptocurrencies, gold, non-fungible token, and stocks by Zynobia Barson, Peterson Owusu Junior

Subjects: Get full text

Empirical tail risk management with model-based annealing random search by Fan, Qi, Tan, Ken Seng, Zhang, Jinggong

Subjects: Get full text

Crowded Trades, Market Clustering, and Price Instability by Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus, Iman van Lelyveld

Subjects: Get full text

A study on relationship between tail risk on earning management in Iranian banking industry by Mohammad Khodaei Valahzaghard, Aazam Samadi

Subjects: Get full text

Implied Tail Risk and ESG Ratings by Jingyan Zhang, Jan De Spiegeleer, Wim Schoutens

Subjects: Get full text

Research on Risk Contagion in ESG Industries: An Information Entropy-Based Network Approach by Chenglong Hu, Ranran Guo

Subjects: Get full text

Portfolio selection using the multiple attribute decision making model by Mary S. Daugherty, Thadavillil Jithendranathan, David O. Vang

Subjects: Get full text

Idiosyncratic tail risk and stock return in Indonesia by Iyvon Herliawan, Sung Suk Kim, Kie Van Ivanky Saputra, Ferry Vincenttius Ferdinand

Subjects: Get full text

Bank tail risk in China by Huan Yang, Jun Cai, Lin Huang

Subjects: Get full text

Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes by Aktham Maghyereh, Salem Adel Ziadat

Subjects: “…Tail-risk connectedness…”
Get full text

Tail risk analysis of the S&P/OIC COMCEC 50 index by Mahmoud Bekri, Young Shin (Aaron) Kim

Subjects: Get full text

Tail Risk and Extreme Events: Connections between Oil and Clean Energy by Elisa Di Febo, Matteo Foglia, Eliana Angelini

Subjects: Get full text

The Asymmetric Tail Risk Spillover from the International Soybean Market to China’s Soybean Industry Chain by Shaobin Zhang, Baofeng Shi

Subjects: Get full text

Links between US and Turkish agricultural commodity Markets: Nonlinear dependence and tail risk by Zehra Atik, Bülent Guloglu, Necla Ilter Kucukcolak

Subjects: Get full text

The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns by Mahshid Shahrzadi, Dariush Foroghi, Hadi Amiri

Subjects: “…left tail risk…”
Get full text

Retail investors and overpricing of left-tail risk: evidence from the Korean stock market by Jungmu Kim, Yuen Jung Park, Thuy Thi Thu Truong

Subjects: “…Left-tail risk…”
Get full text

A Sequential Importance Sampling for Estimating Multi-Period Tail Risk by Ye-Ji Seo, Sunggon Kim

Subjects: “…multi-period tail risk…”
Get full text

Individual Investors’ Attention to Left Tail Risk by Mahshid Shahrzadi, Daryoosh Forooghi

Subjects: Get full text

The Role of Left Tail Risk in Explaining the Idiosyncratic Volatility Puzzle by Mahshid Shahrzadi, Darioush Foroughi

Subjects: Get full text