Corrigendum to "An augmented capital asset pricing model using new macroeconomic determinants" [Volume 6, Issue 10 (October 2020) e05185]. [PDF]
Heliyon, 2023 Pham CD, Phuoc LT.
europepmc +1 more source
Risk and Benefit of Sukuk al-Manfa'ah (Benefit Securities) [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2012 Risk and benefit are key concepts of capital market. This issue has been studied sufficiently in various models of the conventional literature, with all its advantages and disadvantages. Islamic capital market often faces with new instrument.
Hassan Sobhani, Majid Habibian Nagibi
doaj
Beauty and the bulls: the investment characteristics of paintings [PDF]
An examination of the investment and consumption characteristics of the paintings market between 1971 and 1984, using the capital asset pricing model.Investments ; Capital assets pricing ...
Michael F. Bryan
core
Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia
International Journal of Economics and Financial Issues, 2017 Market illiquidity and investor sentiment show a significant role in Malaysian capital market, the variation of average stock returns left unexplained by capital asset pricing model is covered effectively by illiquidity and sentiment risks. Our investor
Chandana Gunathilaka +2 more
doaj +4 more sources
Undiversifiable Returns in a CAPM Economy [PDF]
The effects of endogenous undiversifiable investment and market structure changes on security pricing are analyzed within the GEI-CAPM (General Equilibrium with Incomplete Markets Capital Asset Pricing Model).
Claude Wampach, Peghe Braila
core
ANALISIS SAHAM PT INDOSAT Tbk TERKAIT RENCANA BUY BACK PEMERINTAH
MIX: Jurnal Ilmiah Manajemen, 2015 .The study aims to analyze the value of buyback stock plan related to the acquisition of PT Indosat Tbk (ISAT). Counting reasonable price stock carried method Capital Asset Pricing Models (CAPM), Free Cash Flow to Equity (FCFE), Relative Valuation, and ...
A Zaenal Abidin
doaj
Measuring Risk Structure Using the Capital Asset Pricing Model
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 This article is aimed at proposing of an inovative method for calculating the shares of operational and financial risks. This methodological tool will support managers while monitoring the risk structure.
Zdeněk Konečný, Marek Zinecker
doaj +1 more source
Endogenous Representation of Asset Returns [PDF]
arXiv, 2020 Factor modeling of asset returns has been a dominant practice in investment science since the introduction of the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The factors, which account for the systematic risk, are either specified or interpreted to be exogenous.
arxiv
O modelo de formação de preços de ativos: (capital asset pricing model) teoria e evidência [PDF]
, 1979 Fernando Bins Luce +1 more
openalex +1 more source
Validity of capital asset pricing model: evidence from Karachi stock exchange [PDF]
This study investigates the validity of Capital Asset Pricing (CAP) Model in Karachi stock exchange (KSE). The data of 387 companies of 30 different sectors on monthly, quarterly and semiannual basis are used. The Paired sample t- test is applied to find
Fahim, qazi +3 more
core +1 more source