Results 101 to 110 of about 196,700 (250)
CAPM MODEL – APLICATION IN CAPITAL MARKET OF REPUBLIC OF SRPSKA
Acta Economica, 2007 The CAPM model was introduced by Jack Treynor, William Sharpe, John Lintner and Jan Mossin independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory.
Goran Radivojac, M.Sc.
doaj
Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models [PDF]
, 2018 Chris Kirby
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Labor and the Market Value of the Firm [PDF]
What role does labor play in a firm's market value? We explore this question using a production-based asset pricing model with frictions in the adjustment of both capital and labor.
Eran Yashiv, Monika Merz
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TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET [PDF]
The purpose of this article is the empirical testing of Capital Asset Pricing Model(CAPM) for the Romanian capital market, both for individual assets and for portfolios, using asample of daily data for 24 companies listed on Bucharest Stock Exchange ...
Alina Lucia Trifan
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Test of Capital Asset Pricing Model in Turkey
, 2007 Cudi Tuncer Gürsoy, Gulnara REJEPOVA
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The Prospect Capital Asset Pricing Model: Theory and Empirics
, 2022 Xiang Gao +3 more
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A multifactor model of stock returns with endogenous regime switching [PDF]
We estimate a state-dependent multifactor model with two endogenous states. Its pricing accuracy is slightly superior to that of the Fama and French (1993, 1996) model.
Bogdan Manescu, Patrick Coggi
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On Risk Premia and Volatility Transmission Across the Stock and Bond Markets [PDF]
This paper analyzes risk premia and volatility transmission across the stock and bond markets within an expected return beta representation of the conditional capital asset pricing model.
Francis Vitek
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