Results 171 to 180 of about 278,280 (389)
Business Strategy and the Environment, EarlyView.ABSTRACT This study theorizes and empirically examines the relationship between multinational enterprises' (MNEs) entrepreneurial orientation (EO), environmental dynamism (ED), and their pursuit of disruptive sustainability in emerging markets. It also explores the moderating effects of host‐market governmental pressures and liabilities of foreignness (
Shufeng Xiao, Taewoo Roh, Byung Il Park
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
Perbandingan Perhitungan Return Portofolio Antara Fama and French Three Factors Model Dan Capital Asset Pricing Model Pada Bursa Efek Indonesia Periode 2005-2013 [PDF]
, 2017 CAPM is old theory that used to be taught in most of business school today. But empirically this model is fail to explain excess return of portfolio. The study seeks to determine the risk factors in asset pricing in the Indonesian Stock Exchange through ...
Hendi, H. (Hendi)
core
Business Strategy and the Environment, EarlyView.ABSTRACT We conduct a timely comprehensive review of the existing literature on Task Force on Climate‐Related Financial Disclosures (TCFD). Our aim is to provide a synthesis and extension of the current literature as follows: (i) review theoretical (i.e., socio‐political, economic‐based and market‐based) perspectives employed by existing studies, (ii ...
Yunice Karina Tumewang +2 more
wiley +1 more source
Jurnal Keuangan dan Perbankan, 2017 Investing in the stock market is one option for investors. Investment in ordinary shares was classified as longterminvestments to be able to provide added value and the risk for fixed income.
Mathius Tandiontong, Rusdin Rusdin
doaj
CAPITAL ASSET PRICING MODEL TESTING IN WEST AFRICA ECONOMIC AND MONETARY UNION STOCK MARKET: THE CASE OF IVORIAN LISTED FIRMS [PDF]
, 2017 Zimy Samuel Yannick Gahé +3 more
openalex +1 more source
Climate Transition Challenges: Exploring Credit Portfolio Misalignment in European Banks
Business Strategy and the Environment, EarlyView.ABSTRACT This paper examines the underlying factors contributing to the misalignment of banks' credit portfolios with European environmental objectives. Drawing on panel data on green lending from 2015 to 2023, the empirical analysis reveals that such misalignment is primarily influenced by the country and sector in which the financed firms operate ...
Lorenzo Fichera +2 more
wiley +1 more source
Capital Gains and the Capital Asset Pricing Model
, 2001 This paper shows that, in the presence of differential taxation of ordinary income and capital gains, use of the Officer (1994) version of the Capital Asset Pricing Model can result in significant misestimation of the cost of equity capital.
Lally, Martin, van Zijl, Tony
core
Jensen’s Alpha Estimation Models in Capital Asset Pricing Model [PDF]
, 2018 Le Tan Phuoc
openalex +1 more source