Results 131 to 140 of about 199,597 (335)

Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model [PDF]

In this paper, we first develop the modified maximum likelihood (MML) estimators for the multiple regression coefficients in linear model with the underlying distribution assumed to be symmetric, one of Student's t family.
Guorui Bian, Wing-Keung Wong
core  

AN EMPIRICAL ANALYSIS ON CAPITAL ASSET PRICING MODEL ON IMPACT INVESTING STOCKS AMONG INDIAN AUTOMOBILE INDUSTRY [PDF]

B. SUMAIYA SHERIN, D. Akilandeswari Dr. A. Vijayakumar   +1 more
openalex   +1 more source

An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data [PDF]

, 2023
Kai Ren
openalex   +1 more source

Navigating Market Constraints: Sustainable Startups Driving Transformative Change Through Venture Creation

Business Strategy and the Environment, EarlyView.
ABSTRACT This paper contributes to venture‐creation research by examining how sustainable startups can overcome market constraints to drive transformative change through their business development. Conceptually, we address this question by identifying venture‐creation narratives in the learning and experimental phases of sustainable startups that ...
Ville‐Veikko Piispanen, Hanna Lehtimäki, Kaisa Henttonen   +2 more
wiley   +1 more source

Exploring the Spillover Effect of Supply Chain Digitalisation on Pollution Emissions Through Social Network Analysis

Business Strategy and the Environment, EarlyView.
ABSTRACT The supply chain consists of interconnected businesses and organisations responsible for the flow of goods and services. As firms increasingly adopt digital technologies, the spillover effects of supply chain digitalisation (SCD) on environmental performance remain underexplored.
Zengdong Cao, Nichola Latoya Williams, Ibrahim Labaran Ali, Ololade Periola, Yasanur Kayikci   +4 more
wiley   +1 more source

An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market

Mathematics
The capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj   +1 more source

Asset pricing, habit memory, and the labor market [PDF]

This article studies the asset pricing and the business cycle implications of habit formation in a production economy with capital adjustment costs and endogenous labor supply. A specification of internal habit in the mix of consumption and leisure which
Jaccard, Ivan
core  

Connecting Industry 4.0, Servitisation and Sustainability: Territorial Implications for Global Value Chains

Business Strategy and the Environment, EarlyView.
ABSTRACT Globalisation has deepened the integration of international production within global value chains (GVCs), where the various stages of the manufacturing process are dispersed across countries. In today's volatile business environment, characterised by rapid technological advances (Industry 4.0) and evolving consumer preferences towards use ...
Javier Bilbao‐Ubillos, Vicente Camino‐Beldarrain, Gurutze Intxaurburu‐Clemente, Eva Velasco‐Balmaseda   +3 more
wiley   +1 more source

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
core  

Research on the Financial Model Selection between Capital Asset Pricing Model, Arbitrage Pricing Model, and Fama-French Model [PDF]

, 2023
Botao Huang
openalex   +1 more source