The Applicability of Classic Capital Asset Pricing Model in Chinese Stock Market [PDF]
, 2022 Zhiliang Chen
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On Estimating an Asset's Implicit Beta [PDF]
Siegel (1995) has developed a technique with which the systematic risk of a security (beta) can be estimated without recourse to historical capital market data. Instead, beta is estimated implicitly from the current market prices of exchange options that
Andreas Stephan, Sven Husmann
core
Balancing Barriers and Enablers: Swedish SMEs' Journey Toward Contributing to SDGs
Business Strategy and the Environment, EarlyView.ABSTRACT Swedish multinational SMEs contribute to sustainable development goals (SDGs) by implementing various business processes and practices that are internal and external to the organization. However, research related to SDGs and business practices contributing to their implementation often focuses on large enterprises, whereas small‐ and medium ...
Gyulnara Yunusbayeva +3 more
wiley +1 more source
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
As taxas de retornos dos ativos: uma aplicação do >i<Capital Asset Pricing Model>/i< - CAPM
, 2001 Silvio Romero de Almeida
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Application of the Capital Asset Pricing Modeling (CAPM) Method to Determine Efficient and Inefficient Stock Investment Options During the COVID-19 Pandemic [PDF]
, 2022 Achmad Fadhoil Mz
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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
core
Business Strategy and the Environment, EarlyView.ABSTRACT This paper explores the effect of social capital on firms' Environmental, Social, and Governance (ESG) disclosure practices using a sample of US companies. We propose that public corruption moderates this relationship. Our findings indicate that for social capital to effectively enhance ESG disclosure, it must function within a low‐corruption ...
Abdulkader Kaakeh, Mohamad Kaakeh
wiley +1 more source
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility [PDF]
, 2020 Tae‐Hwy Lee, Millie Yi Mao, Aman Ullah
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Revisiting the Implications of Heterogeneity in Financial Market Participation for the C-CAPM [PDF]
Recent studies have explored the possibility that accounting for limited participation in financial markets, and in the stock market in particular, might rationalize the empirical inconsistency of the Consumption-based Capital Asset Pricing Model (C-CAPM)
Monica Paiella
core