Concepedia

Market Risk

Market Risk is the risk of financial losses arising from adverse movements in market prices or rates, distinguishing it from other financial risks by its direct dependence on the volatility and systematic fluctuations of market variables such as interest rates, exchange rates, equity prices, and commodity prices.

17K

Publications

1.3M

Citations

22K

Authors

4.7K

Institutions

Publications per year

2017–2026

5.8K

Parents

Children

Publications

17K

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

, , +12

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

, , +17

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

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Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

, , +14

Noise Trader Risk in Financial Markets

J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text

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1–5 of 17K

Authors

22K

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    98 publications · 12.2K citations

    51

    h-index

  2. SH
    Shawkat Hammoudeh

    Drexel University, United States

    70 publications · 7.2K citations

    45

    h-index

  3. WM
    Walid Mensi

    Sultan Qaboos University, Oman

    73 publications · 6.6K citations

    44

    h-index

  4. RG
    Rangan Gupta

    University of Pretoria, South Africa

    68 publications · 7.6K citations

    42

    h-index

  5. SH
    Sang Hoon Kang

    Pusan National University, South Korea

    56 publications · 3.8K citations

    38

    h-index

1–5 of 22K

Institutions

4.7K

  1. National Bureau of Economic Research

    Cambridge, United States

    114 h-index

    727 publications

    78.5K citations

  2. New York University

    New York, United States

    84 h-index

    288 publications

    51.4K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    75 h-index

    369 publications

    24.6K citations

  4. Montpellier Business School

    Montpellier, France

    64 h-index

    176 publications

    22.8K citations

  5. University of Chicago

    Chicago, United States

    63 h-index

    193 publications

    95.8K citations

  6. University of Pennsylvania

    Philadelphia, United States

    62 h-index

    187 publications

    32.3K citations

  7. University of Economics Ho Chi Minh City

    Ho Chi Minh City, Vietnam

    61 h-index

    241 publications

    18.1K citations

  8. Stanford University

    Stanford, United States

    60 h-index

    165 publications

    41.1K citations

1–8 of 4.7K

Venues

  1. The Journal of Finance

    505 publications · 124.3K citations

    170

    h-index

  2. Journal of Financial Economics

    262 publications · 111.7K citations

    132

    h-index

  3. SSRN Electronic Journal

    Repository · 2.2K publications · 93.8K citations

    128

    h-index

  4. Review of Financial Studies

    212 publications · 41.8K citations

    102

    h-index

  5. Finance research letters

    435 publications · 43.7K citations

    101

    h-index

1–5