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Gap Risk

What is 'Gap Risk'

The risk that an investment's price will change from one level to another with no trading in between. Usually such movements occur when there are adverse news announcements, which can cause a stock price to drop substantially from the previous day's closing price.

Explaining 'Gap Risk'

For example, gap risk is the chance that a stock's price closes at $50 and opens the following trading day at $40 - even though no trades happen between these two times.


Further Reading


Duration model for maturity gap risk management in Islamic banks
www.emerald.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Closing the neoliberal gap: risk and regulation in the long war of securitizationClosing the neoliberal gap: risk and regulation in the long war of securitization
onlinelibrary.wiley.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Pricing and hedging gap riskPricing and hedging gap risk
papers.ssrn.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Mind the gap: Disentangling credit and liquidity in risk spreadsMind the gap: Disentangling credit and liquidity in risk spreads
academic.oup.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Time-varying risk premiums and the output gapTime-varying risk premiums and the output gap
academic.oup.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Duration gap for financial institutionsDuration gap for financial institutions
www.tandfonline.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Credit gap risk in a first passage time model with jumpsCredit gap risk in a first passage time model with jumps
www.tandfonline.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Mind the gap: bridging economic and naturalistic risk-taking with cognitive neuroscienceMind the gap: bridging economic and naturalistic risk-taking with cognitive neuroscience
www.sciencedirect.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Top Executives′ Pay Gap, Risk and Companies Performance——An Empirical Study Under the Tournament Theory <span style=[J]' src='/thumbnails/?img=http%3A%2F%2Fen.cnki.com.cn%2FArticle_en%2FCJFDTotal-JJGU201112013.htm' />Top Executives′ Pay Gap, Risk and Companies Performance——An Empirical Study Under the Tournament Theory [J]
en.cnki.com.cn [[J]' href='https:/api.miniature.io/pdf?url=en.cnki.com.cn%2FArticle_en%2FCJFDTotal-JJGU201112013.htm'>PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …

Bridging the theory-practice gap in corporate finance: a survey of chief financial officersBridging the theory-practice gap in corporate finance: a survey of chief financial officers
www.sciencedirect.com [PDF]
… Bayu Arie Fianto (Department of Islamic Economics, Faculty of Economics and Business … conduct a compact graphical analysis of various conventional finance techniques used … to propose Shariah-compliant mechanism for performance based maturity gap risk management of …


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