Table 1

Summary of other empirical works

Author(s)Empirical work done and key objectivesSpecific findingsReview/Remarks
Liu, Su, Wang, and Yu (2021)  The authors found a time dependent nature of relationship between market expected return and varianceThere is a behavioral component in this relationship when under or over-reaction in price level occurs as a result of shock to some of the risk factors. This questions the idea of unique or objective positive trade-off as generally assumed in mainstream literature
Lee et al. (2022) The key objective of this study is to investigate effect of investor attention on variation of trade-off relations in a marketThe study found that the anomaly of negative trade-off reduces as degree of attention declines irrespective of the risk proxy adoptedThe authors admitted that negative trade-off found in some recent studies is an anomaly. But this would appear to negate the effectiveness of active strategy as portfolio management approach
Cotter and Salvador (2022) Using US data for period 1963 to 2017, the authors sought to explain nature of non-linearities found in the price process and the determinantsThe authors found that positive trade-off is associated with periods of low volatility, but mostly inverted during periods of great uncertainty in the economyDoes this then follow that research into high- risk economies should be expected to result in anomalous negative relations?
Shivaprasad et al. (2022) The authors looked at risk and premiums of different options strategies on performance (measured by returns)The research found that more riskier strategies like short straddle and short strangle negatively influenced pay-off while the less-riskier ones like long straddle and long strangle have positive pay-offIf this result holds up to real market behavior, it will obviously help investors in making desired portfolio choices that fit their risk-return preferences
Zhao and Wen (2022) This research work studied effect of global green gas and environmental sustainability issues on financial markets, with specific focus on how associated policies have induced variation in risks and returnThe authors found time-varying risk compensation coefficients. More importantly a statistically significant negative coefficient was found at 1% level of significanceA remarkable thing about this study is that it employed the Garch-M estimation method for analysis. It thus was able to account for structural breaks of positive and negative dimensions arising from policy choices made in the carbon markets
Capiello, Engle, and Sheppard (2006) The authors went beyond equity to include bonds in search for nature of risk-return relations in the international assets marketThe study found bond volatility that is expectedly lower than equity, but with no clear linkage to returnRemarkably, the authors employed price correlation dynamics, but the outcome implies that no definite trade-off pattern could be established

Source(s): Table by the author

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