FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W5698334> ?p ?o ?g. }

• W5698334 endingPage "345" @default.
• W5698334 startingPage "326" @default.
• W5698334 abstract "In this paper, we look at the effect of the financial crisis from an angle overlooked to date in the finance literature by investigating composition effects arising from the financial crisis. A composition effect is a change in the market risk of a sector that is caused not by a direct change in that sector but by a change in another sector that affects the composition of the stock market. In the paper we investigate the pre and during crisis market risk of the industrial, banking and utilities sectors. Amongst other results, we find a positive relationship across the G12 countries between the increase in the market risk of industrials during the crisis and both the pre-crisis market risk of the banking sector and the scale of the systemic crisis in a country. The six G12 countries that experienced a major systematic banking crisis are amongst the seven countries with the largest increases in the market risk for industrials. Results drawn from our detailed analysis using US data are consistent with these findings. Finally, we show how the results add to our understanding of the linkages between the financial and real sector and conclude that composition effects of the financial crisis could have a significant chilling effect on investment in industrials, which is in addition to the effect of other linkages already documented." @default.
• W5698334 created "2016-06-24" @default.
• W5698334 creator A5022376026 @default.
• W5698334 creator A5040079898 @default.
• W5698334 date "2016-07-01" @default.
• W5698334 modified "2023-10-16" @default.
• W5698334 title "Stock market risk in the financial crisis" @default.
• W5698334 cites W1562306357 @default.
• W5698334 cites W1789808336 @default.
• W5698334 cites W1899529740 @default.
• W5698334 cites W1995834279 @default.
• W5698334 cites W1998968611 @default.
• W5698334 cites W2022176015 @default.
• W5698334 cites W2046004231 @default.
• W5698334 cites W2080238377 @default.
• W5698334 cites W2092937705 @default.
• W5698334 cites W2136120210 @default.
• W5698334 cites W2144570112 @default.
• W5698334 cites W2152556759 @default.
• W5698334 cites W2163852727 @default.
• W5698334 cites W2166215547 @default.
• W5698334 cites W2323051730 @default.
• W5698334 cites W2324557663 @default.
• W5698334 cites W2889666266 @default.
• W5698334 cites W2915749805 @default.
• W5698334 cites W3108598449 @default.
• W5698334 cites W3121508937 @default.
• W5698334 cites W3121600896 @default.
• W5698334 cites W3121749619 @default.
• W5698334 cites W3121824276 @default.
• W5698334 cites W3121947157 @default.
• W5698334 cites W3121977162 @default.
• W5698334 cites W3122607546 @default.
• W5698334 cites W3122818592 @default.
• W5698334 cites W3123443199 @default.
• W5698334 cites W3123675599 @default.
• W5698334 cites W3124139787 @default.
• W5698334 cites W3124536539 @default.
• W5698334 cites W3124559924 @default.
• W5698334 cites W3124796920 @default.
• W5698334 cites W3124867393 @default.
• W5698334 cites W3124896525 @default.
• W5698334 cites W3125000257 @default.
• W5698334 cites W3125564657 @default.
• W5698334 cites W3125654204 @default.
• W5698334 cites W4238774791 @default.
• W5698334 doi "https://doi.org/10.1016/j.irfa.2015.11.012" @default.
• W5698334 hasPublicationYear "2016" @default.
• W5698334 type Work @default.
• W5698334 sameAs 5698334 @default.
• W5698334 citedByCount "25" @default.
• W5698334 countsByYear W56983342018 @default.
• W5698334 countsByYear W56983342019 @default.
• W5698334 countsByYear W56983342020 @default.
• W5698334 countsByYear W56983342021 @default.
• W5698334 countsByYear W56983342022 @default.
• W5698334 countsByYear W56983342023 @default.
• W5698334 crossrefType "journal-article" @default.
• W5698334 hasAuthorship W5698334A5022376026 @default.
• W5698334 hasAuthorship W5698334A5040079898 @default.
• W5698334 hasBestOaLocation W56983342 @default.
• W5698334 hasConcept C10138342 @default.
• W5698334 hasConcept C127413603 @default.
• W5698334 hasConcept C139719470 @default.
• W5698334 hasConcept C144133560 @default.
• W5698334 hasConcept C144587487 @default.
• W5698334 hasConcept C151730666 @default.
• W5698334 hasConcept C162324750 @default.
• W5698334 hasConcept C19244329 @default.
• W5698334 hasConcept C204036174 @default.
• W5698334 hasConcept C2778300220 @default.
• W5698334 hasConcept C2780299701 @default.
• W5698334 hasConcept C2780762169 @default.
• W5698334 hasConcept C2986840890 @default.
• W5698334 hasConcept C73283319 @default.
• W5698334 hasConcept C73858035 @default.
• W5698334 hasConcept C78519656 @default.
• W5698334 hasConcept C86803240 @default.
• W5698334 hasConceptScore W5698334C10138342 @default.
• W5698334 hasConceptScore W5698334C127413603 @default.
• W5698334 hasConceptScore W5698334C139719470 @default.
• W5698334 hasConceptScore W5698334C144133560 @default.
• W5698334 hasConceptScore W5698334C144587487 @default.
• W5698334 hasConceptScore W5698334C151730666 @default.
• W5698334 hasConceptScore W5698334C162324750 @default.
• W5698334 hasConceptScore W5698334C19244329 @default.
• W5698334 hasConceptScore W5698334C204036174 @default.
• W5698334 hasConceptScore W5698334C2778300220 @default.
• W5698334 hasConceptScore W5698334C2780299701 @default.
• W5698334 hasConceptScore W5698334C2780762169 @default.
• W5698334 hasConceptScore W5698334C2986840890 @default.
• W5698334 hasConceptScore W5698334C73283319 @default.
• W5698334 hasConceptScore W5698334C73858035 @default.
• W5698334 hasConceptScore W5698334C78519656 @default.
• W5698334 hasConceptScore W5698334C86803240 @default.
• W5698334 hasLocation W56983341 @default.
• W5698334 hasLocation W56983342 @default.
• W5698334 hasLocation W56983343 @default.

• next