Downside risk and profitability ratios: The case of the New York Stock Exchange
A Rutkowska-Ziarko - The North American Journal of Economics and …, 2023 - Elsevier
This article analyses the relationship between the volatility and sensitivity measures
determined based on accounting profitability ratios and those calculated based on rates of …
determined based on accounting profitability ratios and those calculated based on rates of …
Accounting Beta as an indicator of risk measurement: the case of the Casablanca Stock Exchange
The problem of determining the cost of equity is crucial to the development of organizations.
It is an essential means of calculating value creation. The financial literature has proposed …
It is an essential means of calculating value creation. The financial literature has proposed …
[Retracted] Economic Globalization and Corporate Accounting Risks: An Analysis of Enterprise Risk Management Based on Big Data
Y Zhang - Security and Communication Networks, 2022 - Wiley Online Library
Economic globalization has become an unavoidable result of the rapid development of
global economy. However, while economic globalization brings speed development and …
global economy. However, while economic globalization brings speed development and …
Accounting and market risk measures of Polish Energy Companies
A Rutkowska-Ziarko, L Markowski - Energies, 2022 - mdpi.com
Companies in the energy sector, due to their important role in the economy and the
specificity of energy sources, are exposed to many types of risk, ranging from the risk …
specificity of energy sources, are exposed to many types of risk, ranging from the risk …
Economic crisis impact assessment and risk exposure evaluation of selected energy sector companies from Bombay stock exchange
The energy sector is one of the most important sectors as it is the producer and supplier of
fuel to run other industries and economies. This research aims to present an intertwined …
fuel to run other industries and economies. This research aims to present an intertwined …
[HTML][HTML] Conditional CAPM relationships in standard and accounting risk approaches
A Rutkowska–Ziarko, L Markowski… - The North American …, 2024 - Elsevier
The main aim of the work is to test new and non-standard versions of CAPM, based on
accounting information and downside risk measures. Two innovative conditional CAPM …
accounting information and downside risk measures. Two innovative conditional CAPM …
[PDF][PDF] COMPARACIÓN DE EFECTOS FIJOS Y MODELOS DE PANEL DE EFECTOS ALEATORIOS PARA LA ESTIMACIÓN DE LA BETA CONTABLE COEFICIENTE
COMPARISON OF FIXED EFFECTS AND RANDOM EFFECTS PANEL MODELS FOR THE
ESTIMATION OF ACCOUNTING BETA COEFFICIENT. Page 1 282 REVISTA INVESTIGACIO N …
ESTIMATION OF ACCOUNTING BETA COEFFICIENT. Page 1 282 REVISTA INVESTIGACIO N …
Viability of Risk-return Trade-off within a South African Context
N Robbetze, MJ Swanepoel - Journal of Accounting and …, 2022 - journal.umy.ac.id
Research aims: This study aimed to determine whether systematic risk and return are
related to each other. It answered the research question: Is it realistic for investors to expect …
related to each other. It answered the research question: Is it realistic for investors to expect …
Developing a systematic risk model for JSE listed companies
N Robbetze - 2023 - repository.nwu.ac.za
Since 1952, the modern portfolio theory (MPT) has dominated academic thought on the
estimation of systematic risk. The MPT puts forward that systematic risk and return are …
estimation of systematic risk. The MPT puts forward that systematic risk and return are …
Downside Accounting Risk Measures: The Case of the New York Stock Exchange
A Rutkowska-Ziarko - Available at SSRN 4368370, 2023 - papers.ssrn.com
This article analyses the relationship between the volatility and sensitivity measures
determined based on accounting profitability ratios and those calculated based on rates of …
determined based on accounting profitability ratios and those calculated based on rates of …