Results 11 to 20 of about 276,730 (267)
A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2014 Herd behavior by investors in capital markets is a behavioral bias that can cause to undesirable effects such as bubble, crash and high fluctuation in stock price.
Gholamhosein Golarzi, Aliasghar Ziyachi
doaj +1 more source
A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT [PDF]
Australian Journal of Statistics, 1990 SummaryThis paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta‐optimal test and present selected one and five percent critical values. An empirical power comparison of SenGupta's
Bhatti, Muhammad I., King, Maxwell L.
openaire +2 more sources
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2023 Objective: The article seeks to determine whether the occurrence of the interval effect of beta coefficients (β) occurred among chosen shares in Warsaw Stock Exchange Index (WIG) during the COVID-19 pandemic.
Bartłomiej Lisicki
doaj +1 more source
CAPITAL STRUCTURE IMPACT ON MARKET VALUE OF MERGING COMPANIES
Стратегические решения и риск-менеджмент, 2014 As a rule there are significant changes in the capital structure due to mergers and takeovers that's why the management task at the prediction stage is a correct evaluation of these changes influence on the cost of the future company.
V. S. Martynova
doaj +1 more source
The effectiveness of applying beta-coefficient modifications when calculating returns on shares in Russian companies [PDF]
Eastern Journal of European Studies, 2021 This article analyzes the effectiveness of various beta coefficient modifications in forecasting on the Russian stock market. Objective: To test the hypothesis of the superiority of modified beta coefficients in forecast accuracy.
Valentina ZOZULYA +3 more
doaj +1 more source
Application of the Beta Coefficient in the Market of Direct residential Real Estate Investments
Real Estate Management and Valuation, 2014 The beta coefficient is one of the most popular indices used in contemporary finances. Despite the fact that there are justified doubts connected with its application, it is currently difficult to imagine a situation in which the cost of capital would be
Wolski Rafał
doaj +1 more source
Market beta coefficient and enterprise risk management: A literature review
Research Papers in Economics and Finance, 2023 One of the significant factors in the valuation of publicly listed firms is their market beta coefficient, commonly utilised in the capital asset pricing model (CAPM) as a proxy for stock volatility directly affecting market value.
Mike Skorupski
doaj +1 more source
Acta Economica, 2016 When is Harry Markowitz made the first foundations of the development of portfolio theory, William Shape, John Lintner and Jan Mossion in the early 60s of the 20th century are developed a Capital Asset Pricing Model - CAPM.
Драган Јањић
doaj +1 more source
Estimating beta-mixing coefficients. [PDF]
JMLR workshop and conference proceedings, 2011 Comment: 9 pages, accepted by AIStats.
Daniel J. McDonald +2 more
openaire +2 more sources
Preventive Care in Nursing and Midwifery Journal, 2021 Background: Paying attention to the psychological health of pregnant women, especially during the critical time of the coronavirus outbreak, is a major global concern, especially in Iran.
Majid Yousefi Afrashteh1*
doaj +1 more source