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Is CSR linked to idiosyncratic risk? Evidence from the copula approach
In this paper, we extend the research on the effect of corporate social responsibility (CSR) on firm risk by analyzing the CSR–idiosyncratic risk...
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The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners
This study analyzes whether stocks of companies with environmental social governance (ESG) rating show lower idiosyncratic risk. The main analysis...
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Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
Cryptocurrencies have been historically characterised by large price swings and inherent volatility at a much higher scale than traditional financial...
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Risk-Return Analysis
Risk-return analysis is central to financial decision-making. The basic idea is that risk-averse investors ask compensation for higher risk, in the... -
Managing firm risk: supply chain board members and the contingent effects of firm network architectures
Demand-supply mismatch is considered one of the most important factors that drives firm risk. Nevertheless, the difficulties in quantifying firms’...
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Risk information, investor learning, and informational feedback
This paper studies how public information regarding a firm’s riskiness affects investors’ incentives to acquire information about the firm and the...
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ESG in Risk Management
Over the past decades, investors increasingly acknowledge the importance of environmental, social and governance (ESG) factors in evaluating a... -
Great leaders do everything: a moderated mediation model of transformational leadership, trust in leader, hel** behaviour, and idiosyncratic deals
On the basis of theories of transformational leadership and conservation of resources, this study investigates the impact of transformational...
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Competition Culture and Crash Risk
We now investigate whether and how firms’ competition culture influences firm-specific stock price crash risk. Furthermore, we explore whether firm’s... -
Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?
The present study focused on one of the important South Asian nations—Sri Lanka—to examine the role of idiosyncratic volatility in asset prices. A...
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The Dark Side of Individualization at Work: Idiosyncratic Deal Exploitation and the Creation of Elite Workers
The purpose of this chapter is to critically analyse the taken-for-granted assumptions underpinning the notion of idiosyncratic deals (or i-deals).... -
Liquidity Risk Management
This chapter describes the tools and models used to measure and manage liquidity risk in banks. -
What we know about the low-risk anomaly: a literature review
It is well documented that less risky assets tend to outperform their riskier counterparts across asset classes. This paper provides a structured...
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Who pulls the strings: firm strategy or firm environment in controlling firm risk?
Modern firms operate in rapidly changing and aggressively competitive environments that are risky for their growth and survival, yet within these...
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Carbon disclosure and firm risk: evidence from the UK corporate responses to climate change
By considering the theoretical association between corporate transparency, information asymmetry and firm risk, this paper investigates the...
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ESG Default Risk Mitigation Effect: A Time-Sectorial Analysis
The integration of environmental, social, and governance (ESG) issues into risk-taking policies and firms’ strategic planning has become a topic of... -
Climate-risk materiality and firm risk
Managers are required to disclose material climate risk in Form 10-K, but their decision whether or not to disclose is confounded by the lack of...
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Hedging longevity risk in defined contribution pension schemes
Pension schemes all over the world are under increasing pressure to efficiently hedge longevity risk imposed by ageing populations. In this work, we...
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Critical audit matters and stock price crash risk
Using manually collected data on the number and category of critical audit matters (CAMs) in the period 2016–2017, we investigate the hitherto...