...Anthony Dewayne Holder; Alexey Petkevich; Gary Moore Purpose The purpose of this paper is to investigate if Bowman’s Paradox (negative association between risk and return) is caused by managerial myopia. It also attempts to disentangle whether results are more consistent with one or more potential...

...Harikumar Sankaran; Anh Nguyen; Jayashree Harikumar Purpose The purpose of this paper is to examine the relation between extreme return correlation and return volatility, in the context of US stock indexes, by detecting clusters of extreme returns using return and volatility thresholds based...