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Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
doaj
Debt Covenant, Tax Expense, and Intangible Assets on Transfer Pricing
Jurnal AkuntansiPurpose - Determine and analyze the effect of Debt Covenant, Tax Expense, and Intangible Asset on Transfer Pricing. Design/methodology/approach - This study uses an associative quantitative approach using multiple linear regression analysis and Eviews
Jenny Puspita Sari, Wiwit Irawati
doaj +1 more source
The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2006 Capital Asset Pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance.
محمداسماعیل فدائینژاد +1 more
doaj
Do Heterogeneous Beliefs Matter for Asset Pricing? [PDF]
We study how heterogeneous beliefs affect returns and examine whether heterogeneous beliefs are a priced factor in traditional asset pricing models. To accomplish this task, we suggest new empirical measures based on the disagreement among analysts about
Eric Ghysels +2 more
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT In recent decades, agriculture has become increasingly concentrated through horizontal mergers and acquisitions via corporate entities, and policy makers are concerned this will be exacerbated by the aging population of farm operators. To reduce market concentration in agriculture, many states have enacted policies to entice new prospective ...
Justin M. Ross +2 more
wiley +1 more source
ASSET PRICING, MARKET INTEGRATION, AND CONTAGION: A BIBLIOMETRIC PERSPECTIVE [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis paper provides a comprehensive bibliometric analysis of the existing literature concerning the broader asset pricing literature, with a particular focus on the topics of market integration, financial contagion, risk transmission, and ...
BUDRIȘ CRISTIAN-ANDREI
doaj
Why Do Asset Prices Not Follow Random Walks? [PDF]
This paper analyzes the e¤ect of non-constant elasticity of the pricing kernel on asset return characteristics in a rational expectations model. It is shown that declining elasticity of the pricing kernel can lead to predictability of asset returns and ...
Erik Lüders, Günter Franke
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Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source
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
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
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