Results 41 to 50 of about 204,844 (307)
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Cogent Economics & Finance, 2019 Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the risk distribution of financial assets.
Lorraine Rupande +2 more
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The Estimation of Risk Premia with Omitted Variable Bias: Evidence from China
Risks, 2023 The Chinese stock market is replete with numerous omitted variables that can introduce biases in the standard estimation of risk premiums when traditional linear asset pricing models are applied.
Jie Mao, Tianliang Xia
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MathematicsNobel Laureate Markowitz originates portfolio selection as the birth of modern finance. Nobel Laureate Sharpe implements portfolio selection and originates capital asset pricing models.
Yue Qi, Jianing Huang, Yixuan Zhu
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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
doaj
FEBS Open Bio, EarlyView.Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn +4 more
wiley +1 more source
Data Envelopment Analysis and Multifactor Asset Pricing Models
International Journal of Financial Studies, 2020 Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models.
Pablo Solórzano-Taborga +2 more
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The Lost Capital Asset Pricing Model
SSRN Electronic Journal, 2017 Abstract We provide a novel explanation for the empirical failure of the capital asset pricing model (CAPM) despite its widespread practical use. In a rational-expectations economy in which information is dispersed, variation in expected returns over time and across investors creates an informational gap between investors and the ...
Andrei, D, Cujean, J, Wilson, M
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Advanced Engineering Materials, EarlyView.This article presents the design, modeling, and characterization of air‐pressure–actuated programmable vibroacoustic metamaterials (PVAMM). The study focuses on leveraging air pressure to dynamically tune resonance frequencies for effective noise attenuation.
William Kaal +2 more
wiley +1 more source
Cyclic Olefin Copolymers as Versatile Materials for Advanced Engineering Applications
Advanced Functional Materials, EarlyView.Cyclic olefin copolymers (COCs) are presented as highly versatile materials combining tunable synthesis, excellent optical properties, and mechanical robustness. Their potential spans microfluidics, bioengineering, and advanced electronics, while emerging self‐healing and sustainable solutions highlight future opportunities.
Giulia Fredi +3 more
wiley +1 more source
Advanced Materials, EarlyView.An overview of design principles and scalable fabrication strategies for multifunctional bio‐based packaging. Radiative cooling films, modified‐atmosphere films/membranes, active antimicrobial/antioxidant platforms, intelligent optical/electrochemical labels, and superhydrophobic surfaces are co‐engineered from material chemistry to mesoscale structure
Lei Zhang +6 more
wiley +1 more source