Results 31 to 40 of about 173,527 (356)
The Capital Assets Pricing Model & Arbitrage Pricing Theory: Properties and Applications in Jordan
Modern Applied Science, 2018 This paper aimed to test the validity of capital asset pricing model (CAPM) and arbitrage pricing theory (APT) in Jordanian stock Market using three different firms of three main sectors, financial, industrial, and service sector for the period Q1 (2000)
Ibrahim Alshomaly, R. Masa’deh
semanticscholar +1 more source
Organum, 2021 In doing investment, an investor certainly avoids risk; thus, the investor needs a model in making predictions to forecast the return of shares. There are two models to predict this: Capital Asset Pricing Capital (CAPM) and Arbitrage Pricing Theory (APT).
Elly Susanti +3 more
doaj +1 more source
Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2019 This study aims to analyze stock performance credibility using the Capital Asset Pricing Model (CAPM) method, the Arbitrage Pricing Theory (APT) method, the Fama-French Three-Factor Model (FFTFM), and the 2013-2017 LQ-45 Stock Performance rating.
Tona Aurora Lubis +2 more
doaj +1 more source
Arbitrage Pricing Theory for Idiosyncratic Variance Factors
, 2018 We develop an arbitrage pricing theory framework extension to study the pricing of squared returns/volatilities. We analyze the interplay between factors at the return level and those in idiosyncratic variances.
É. Renault +2 more
semanticscholar +1 more source
Arbitrage Pricing Theory and Unanticipated Macroeconomics Components Generating Process [PDF]
مجله دانش حسابداری, 2014 Unanticipated components of macroeconomic variables have important role in testing of Arbitrage Pricing Theory, because generating techniques may lead to false interference based on statistical significance.
doaj +1 more source
PENGGUNAAN ARBITRAGE PRICING THEORY UNTUK MENGANALISIS RETURN SAHAM SYARIAH
, 2017 Arbitrage Pricing Theory (APT) is one of model that can be used to quantify the risk for investorsin order to produce capital gain.There are two empirical models are used in implement the APT: the factor loading model (FLM) and the macro variable model (
Gusni Gusni, Suskim Riantani
semanticscholar +1 more source
Borsa Istanbul Review, 2019 This paper studies the dynamics of the impact of currency fluctuation on Indian stock market by assessing the pricing of exchange rate risk during the period 2005–2016, specifically before and after financial crises.
Smita Mahapatra, Saumitra N. Bhaduri
doaj +1 more source
, 2017 Para investor dalam pembelian saham pada dasarnya memiliki tujuan yang sama yaitu mengharapkan pengembalian ( return ) yang maksimal dan risiko seminimal mungkin.
Muhammad Ibrahim +2 more
semanticscholar +1 more source
The Laws of Motion of the Broker Call Rate in the United States
International Journal of Financial Studies, 2019 In this paper, which is the third installment of the author’s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin ...
Alex Garivaltis
doaj +1 more source
The Bitter Taste of Brazil's Temporary Import Ban on Robusta Coffee
Agribusiness, EarlyView.ABSTRACT Brazil, a leading Robusta coffee producer and exporter, faced a significant drought in 2016–2017, which drastically reduced production and depleted stocks. Consequently, Brazil temporarily permitted the import of one million 60‐kg bags of Robusta coffee in the spring 2017. An import ban was imposed shortly afterward due to lobbying by domestic
Hanifi Otgun +2 more
wiley +1 more source