Results 151 to 160 of about 199,597 (335)

CAPM: Capital Asset Pricing Model

International Journal of Advanced Research in Science, Communication and Technology
The Capital Asset Pricing Model (CAPM) is one of the most widely used models in finance for evaluating the relationship between risk and expected return. This research focuses on the practical implementation of CAPM using Python-based analytical tools to estimate the risk and return characteristics of selected stocks in comparison with market indices ...
null Prof. Shweta Hedaoo, null Nikhil Dongare   +1 more
openaire   +1 more source

data for "Detecting efficient-frontier kinks and revealing nonexistence of the tangent portfolio for capital asset pricing models by parametric-quadratic programming"

, 2020
John Smith
openalex   +1 more source

Reputational Risk: An Investigation Into How Environmental Failures Drive Stock Price Crashes

Business Strategy and the Environment, EarlyView.
ABSTRACT The study examines the relationship between stock price crashes and firm environment reputational risk. Using a large sample of US listed firms, covering a time span from 2007 to 2021, we test the effect of environmental reputation risk on three measures for the stock price crash risk (NEGCSK, DRUV, and CRASH).
Man Dang, Premkanth Puwanenthiren, Edward Jones, Hoang Long Phan, Abdelhafid Benamraoui   +4 more
wiley   +1 more source

The Moderating Role of Strategic Investment in R&D and Advertising in Firms' ESG–Performance Relationship

Business Strategy and the Environment, EarlyView.
ABSTRACT This paper examines the association between environmental, social, and governance (ESG) ratings and firm performance, taking into account the role of firms' strategic investments in research and development (R&D) and advertising. Drawing on resource‐based view and signalling theory perspectives and employing the generalised method of moments ...
Syed Zulfiqar Ali Shah, Saeed Akbar, Sardar Ahmad   +2 more
wiley   +1 more source

Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns [PDF]

This paper presents an empirical evaluation of recently proposed asset pricing models which extend the standard preference specification by a reference level of consumption.
Grammig, Joachim G., Schrimpf, Andreas
core  

Pembentukan Portofolio Optimal Dengan Menggunakan Model SIM (Single Indeks Model) Dan CAPM (Capital Asset Pricing Model) [PDF]

, 2018
Naili Amalia, S.E. Imronudin
openalex  

Testing the Capital Asset Pricing Model (CAPM): The Case of the Nigerian Securities Market [PDF]

, 2010
S.A. Olakojo, Kazeem Bello Ajide
openalex   +1 more source

Analysis Investor Index Indonesia with Capital Asset Pricing Model (CAPM)

, 2022
Erry Sigit Pramono, Dudi Rudianto, Fernando Siboro, M. Puad Abdul Baqi, Dwi Julianingsih   +4 more
openalex   +2 more sources

Investor Perception of ESG in Earnings Calls

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how the communicator's role and the framing of ESG statements affect investor capital allocation in the context of earnings calls. Based on a virtual asset market experiment, the analysis identifies that the assurance and reinforcement of ESG messages have a positive effect of up to 8% on capital allocation, with especially
Felix Bachner
wiley   +1 more source

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
core