Risk and Return Analysis in the Stock Market

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 20 July 2025 | Viewed by 538

Special Issue Editor


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Guest Editor
School of Business, Jiangnan University, Wuxi 214122, China
Interests: financial risk management; behavioral finance; financial metrology; energy finance

Special Issue Information

Dear Colleagues,

As the core of the capital market, the issue of risks and returns in the stock market represents one of the frontier topics in contemporary financial economics. In the context of the unprecedented changes occurring in the world today and the frequent occurrence of international risk events, the new characteristics exhibited by the stock market have sparked fresh contemplation within both academic and practical circles.

This Special Issue aims to uncover the new characteristics of the relationship between risks and returns in the stock market amidst a complex and ever-changing environment, providing investors with scientific decision-making foundations and promoting the healthy development of capital markets.

We invite papers presenting original research on related topics including, but not limited to, the following:

  1. Classification, measurement, and predictive models of stock market risks;
  2. The specific impact of different risks (such as systemic risks and non-systemic risks) on returns;
  3. Exploration of risk management strategies and revenue optimization paths;
  4. Risk–return characteristics under extreme situations;
  5. Investor behavior and risk–return dynamics in stock markets;
  6. The application of emerging technologies (such as artificial intelligence and big data) in stock market risk management.

We anticipate your valuable contributions to enrich this discourse.

Dr. Zhifang He
Guest Editor

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Keywords

  • risk management strategies
  • risk–return characteristics
  • investor behavior

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Published Papers (1 paper)

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Research

19 pages, 1025 KiB  
Article
COVID-19 Intensity, Resilience, and Expected Returns
by Elham Daadmehr
Risks 2025, 13(3), 60; https://doi.org/10.3390/risks13030060 - 20 Mar 2025
Viewed by 201
Abstract
This paper provides a model to interpret the relative behavior of expected returns of high- and low-resilience assets from the time of the COVID-19 pandemic, including a novel definition of disaster based on COVID-19 intensity. The setup allows us to disentangle the probability [...] Read more.
This paper provides a model to interpret the relative behavior of expected returns of high- and low-resilience assets from the time of the COVID-19 pandemic, including a novel definition of disaster based on COVID-19 intensity. The setup allows us to disentangle the probability of disaster and investors’ updating probability at each point in time which sheds light on how long-memory investors react to disaster risk and play a role in future prices. The theoretical results show higher revisions in expected return differentials in the case of any perception of a higher possibility of disaster or, equivalently, higher COVID-19 intensity. The intensity of COVID-19 can directly exacerbate the heterogeneity in expected returns for high- and low-resilience assets and their corresponding differentials. More importantly, an increase in COVID-19 intensity increases the expected returns of low-resilience assets more than those of high-resilience ones. Full article
(This article belongs to the Special Issue Risk and Return Analysis in the Stock Market)
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