Results 111 to 120 of about 2,183,821 (353)

Single factor financial asset pricing models: an empirical test of the Capital Asset Pricing Model CAPM and the Downside Capital Asset Pricing Model D-CAPM Modelos de precificação de ativos financeiros de fator único: um teste empírico dos modelos CAPM e D-CAPM

REGE Revista de Gestão, 2005
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  

Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]

مطالعات تجربی حسابداری مالی, 2010
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  

The Earnings/Price Risk Factor in Capital Asset Pricing Models

Revista Contabilidade & Finanças, 2015
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, Roy Martelanc, Eduardo Kazuo Kayo   +2 more
doaj   +1 more source

Testing Conditional Asset Pricing Models: An Emerging Market Perspective [PDF]

The CAPM as the benchmark asset pricing model generally performs poorly in both developed and emerging markets. We investigate whether allowing the model parameters to vary improves the performance of the CAPM and the Fama-French model. Conditional asset
Javed Iqbal, Don U.A. Galagedera, Robert Brooks   +2 more
core  

Circularity, Sustainability, and the Quality of Coffee Sold via Vending Machines: What Do Italian Consumers Prefer?

Agribusiness, EarlyView.
ABSTRACT Vending is an important sector in the daily lives of many people, and coffee is the most frequently consumed product in the European market. Like many other sectors, vending is responding to the challenge of sustainable development by taking various actions, such as offering increasingly ecologically sound coffee while maintaining/improving ...
Alberto Bertossi, Stefania Troiano, Francesco Marangon   +2 more
wiley   +1 more source

Asset pricing with long-run disaster risk. [PDF]

PLoS One, 2023
Fan R, Xiao C.
europepmc   +1 more source

Asset pricing, habit memory, and the labor market [PDF]

This article studies the asset pricing and the business cycle implications of habit formation in a production economy with capital adjustment costs and endogenous labor supply. A specification of internal habit in the mix of consumption and leisure which
Jaccard, Ivan
core  

Does Contract Farming Improve Diet Quality? The Case of Senegalese Smallholders

Agribusiness, EarlyView.
ABSTRACT The institution of contract farming has gained prominence in most developing countries owing to its numerous benefits. While several studies have already highlighted the welfare benefits of contract farming, very few have investigated the effects on diet quality, despite poor quality diets being a serious challenge in most parts of the ...
Francis E. Ndip, Takeshi Sakurai
wiley   +1 more source

Attention based dynamic graph neural network for asset pricing. [PDF]

Glob Financ J, 2023
Uddin A, Tao X, Yu D.
europepmc   +1 more source

Asset Pricing without Garbage [PDF]

SSRN Electronic Journal, 2013
ABSTRACTThis paper provides an explanation for why garbage implies a much lower relative risk aversion in the consumption‐based asset pricing model than National Income and Product Accounts (NIPA) consumption expenditure: Unlike garbage, NIPA consumption is filtered to mitigate measurement error.
openaire   +8 more sources