Results 211 to 220 of about 282,456 (388)
Stock market returns, volatility, and future output [PDF]
In this article, Hui Guo shows that, if stock volatility follows an AR(1) process, stock market returns relate positively to past volatility but relate negatively to contemporaneous volatility in Merton’s (1973) Intertemporal Capital Asset Pricing Model.
Hui Guo
core
Business Strategy and the Environment, EarlyView.ABSTRACT Logistics service providers (LSPs) can support the transition to a circular economy (CE) through their visibility over and facilitation of resource flows between supply chain (SC) actors. However, the proliferation of CE‐related terms, compounded by a manufacturer‐centric focus on CE culminating in knowledge siloes that result in an overall ...
Orsolya‐Anna Mate +3 more
wiley +1 more source
Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
PLoS OneKhan S +4 more
europepmc +1 more source
Application of Big Data in Stock Market based on Capital Asset Pricing Model
, 2022 Guangyan Cai
openalex +2 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT Grounded in the natural resource‐based view (NRBV) theory, this study compares the impact of green transformational leadership (GTL) on promoting green innovation (GI), specifically through the mediating roles of green environmental orientation (GEO) and green dynamic capability (GDC) within the hospitality sector.
Nadia Aslam Janjua +3 more
wiley +1 more source
On the validity of the Capital Asset Pricing Model
Lahore Journal of EconomicsOne of the most important developments of modern finance is the Capital Asset Pricing Model (CAPM) of Sharpe, Lintner and Mossin. Although the model has been the subject of several academic papers, it is still exposed to theoretical and empirical ...
Hassan Naqvi
doaj