Results 91 to 100 of about 2,292,114 (394)
Small Firm Effect, Liquidity and Security Returns: Australian Evidence [PDF]
Standard asset pricing models ignore the costs of liquidity. In this study we advance the ongoing debate on empirical asset pricing and test if liquidity costs (as proxied by turnover rate, turnover ratio and bid-ask spread) affect stock returns for ...
Alastair Marsden +2 more
core
Review of the Challenges and Prospects in Agrivoltaics
This articles reviews the recent prospects of agri‐photovoltaics (agri‐PV) across continents. The existing standards and pilot projects to standardize new codes and regulations are discussed. The state‐of‐the‐art agri‐PV scheme's benefits and lackings are presented. Community acceptance and policy barriers are also discussed where prospective solutions
Tanvir M. Mahim +2 more
wiley +1 more source
This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model.
Felipe Dias Paiva
doaj
This article examines strategies to enhance the sustainability of battery systems in renewable energy through circular economy principles. It discusses recycling techniques, modular battery design, second‐life utilization, and regulatory frameworks. Key barriers include inadequate infrastructure and regulatory gaps.
Williams Chibueze Munonye +5 more
wiley +1 more source
The Earnings/Price Risk Factor in Capital Asset Pricing Models
This article integrates the ideas from two major lines of research on cost of equity and asset pricing: multi-factor models and ex ante accounting models.
Rafael Falcão Noda +2 more
doaj +1 more source
Asset-pricing models: A case of Indian capital market
The asset-pricing models have been a fundamental area of research in finance due to its applicability in corporate finance and stock analysis. The present research attempted to evaluate the three popular asset-pricing models namely the capital asset ...
Khurshid Khudoykulov
doaj +1 more source
Economic Viability of Photovoltaic Systems Providing Frequency Containment Reserve
This article investigates the feasibility of photovoltaic (PV) systems providing frequency containment reserve (FCR) in the Netherlands. The economic analysis demonstrates that a PV plant can profitably participate in FCR without battery storage by maintaining an active power reserve.
Emil Petkovski +3 more
wiley +1 more source
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Testing the q-Theory of Anomalies [PDF]
The q-theory explanations of asset pricing anomalies are quantitatively important. We perform a new asset pricing test by using GMM to minimize the difference between average stock returns in the data and average investment returns constructed from ...
Lu Zhang, Toni M. Whited
core
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models [PDF]
We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of uncertainty.
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core +2 more sources

