... Idiosyncratic risk Market risk Beta Total risk Competition effects G11 Does a firm’s inclination to or persistence in a specific cost structure (viz., fixed or variable) impact the extent of (e.g. systematic and idiosyncratic) risks it faces in a market? Such a question is primordially...

... 2022 Emerald Publishing Limited Licensed re-use rights only Risk and return Residual risk Market risk Stakeholders Prospect theory CAPM The risk–return relationship initially came under the microscope in the context of the expected utility theory, where investors' decisions...

... and across the periods, the impact of the financial crisis was mostly on market risk. The increase in risks was pronounced for financial firms, especially insurance companies, and industrial firms, especially “hard” manufacturing. Research limitations/implications Because the study focuses on the global...

... Publishing Limited 2013 Value at risk VaR Market risk Risk management Risk models Extreme value theory Stock market volatility Global financial crisis Stock return distribution Financial risk Financial markets Stock markets In the aftermath of the global financial crisis (GFC...