Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market [PDF]
This paper investigates whether the consumption-free two-beta intertemporal capital asset-pricing model developed by Campbell and Vuolteenaho (2004) is able to solve the risk premium puzzle in the Japanese stock market over the period 1984−@2002.
Myong-Il Kang
core
British Journal of Clinical Pharmacology, EarlyView.Small and mid‐sized pharmaceutical innovators often have limited in‐house health economics and market access expertise, and may struggle to align development strategies of investigational medicinal products with health system needs and payer expectations.
Zoltán Kaló +5 more
wiley +1 more source
PENGGUNAAN METODE CAPITAL ASSET PRICING MODEL DALAM UPAYA MENENTUKAN PILIHAN BERINVESTASI PADA SAHAM YANG EFISIEN (Studi Pada Saham Perusahaan Makanan Dan Minuman Yang Terdaftar Di Bursa Efek Indonesia (BEI) Periode 2013-2015) [PDF]
, 2017 ABSTRAK Penelitian ini bertujuan untuk mengetahui bagaimana menilai harga saham pada perusahaan manufaktur menggunakan metode Capital Asset Pricing Model (CAPM) untuk menentukan keputusan investasi.
Yoga Renaldi Pradana, 114010199
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Biodiversity Credits: An Overview of the Current State, Future Opportunities, and Potential Pitfalls
Business Strategy and the Environment, EarlyView.ABSTRACT Biodiversity credits are an emerging vehicle for pro‐environmental financing, yet much uncertainty remains around how and when they could boost biodiversity conservation. Here we define what biodiversity credits are and explore impact pathways through a proposed theory of change. Based on evidence from 34 pilot projects and a review of lessons
Sven Wunder +16 more
wiley +1 more source
An augmented capital asset pricing model using new macroeconomic determinants. [PDF]
Heliyon, 2020 Pham CD, Phuoc LT.
europepmc +1 more source
Does It Pay to Be Green? A Total Quality Perspective
Business Strategy and the Environment, EarlyView.ABSTRACT The question of whether, when, and how efforts for better corporate environmental performance (CEP) improve corporate financial performance (CFP) remains controversial. We revisit this question from a total quality perspective, which unites previous research and highlights interdependencies between mediators of the CEP–CFP relationship.
Christine Reitmaier +3 more
wiley +1 more source
Jurnal Ekonomi & Studi Pembangunan, 2018 This research attempts to analyze risk and stock return of consumer sector and construction sector at Indonesian Stock Exchange. This research used the documentation method to collect the data. Data has been taken from Bloomberg Terminal.
Christian Christian, Rinaldi Rustam
doaj
Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice? [PDF]
Heliyon, 2020 Pham CD, Phuoc LT.
europepmc +1 more source
Errors in recorded security prices and the turn-of-the year effect [PDF]
A study that concludes recorded security price errors are potential sources of misspecification in joint tests of the capital asset pricing model and market efficiency.Stock ...
James B. Thomson
core
Discounting rules for risky assets [PDF]
, 1993 This paper develops a new rule for calculating the discount rate to value risky projects. The rule works under any linear asset pricing model and any equilibrium theory of debt and taxes.
Myers, Stewart C., Ruback, Richard S.
core