Results 211 to 220 of about 1,211,501 (366)

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Tests of the Consumption-Based Capital Asset Pricing Model Using Korean Security Market Data

, 2014
Nam Yun-Myung, Pyung-Kee Kim, Bon-Yul Koo   +2 more
openalex   +1 more source

The Investing Decisions during the COVID-19 Pandemic by Using the Capital Asset Pricing Model (CAPM) Method in LQ 45 Index Companies

, 2020
Elly Susanti, Ernest Grace, Nelly Ervina
openalex   +2 more sources

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

Towards Systemic Leadership Resilience: Proposing the Hybrid Artificial Intelligent Leader in Response to Economic Crises

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, EarlyView.
ABSTRACT Researchers now understand that the Great Recession stemmed from a “systemic leadership failure,” involving various entities such as the government, financial institutions, investors, homeowners, and regulators. Consequently, traditional leadership approaches of the time came under intense scrutiny, necessitating a shift in leadership ...
Faidon Theofanidis, Eleni Tsianaka, Christos Livas   +2 more
wiley   +1 more source

Can fundamentals explain cross-country correlations of asset returns?. [PDF]

Previous studies show that existing correlations between national returns are higher than correlations between the national growth rates of fundamental variables.
Restoy, Fernando, Rodríguez López, Rosa   +1 more
core  

Risk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks

, 2015
Linh Nghiem
openalex   +2 more sources

Analysis of the Capital Asset Pricing Model: Application to General Electric Performance

, 2020
Issam Tlemsani, Alanoud Alkhaldi, Batool Aljeshi, Israa Alluwaimi, Jawaher Alrayes   +4 more
openalex   +2 more sources

Examining the Financial Impact of Biodiversity‐Related Reputational Disasters

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This research investigates the reaction of financial markets to biodiversity‐related corporate events, utilising an EGARCH model to assess the implications on stock returns and volatility. Results reveal that markets significantly respond to these events, demonstrating heightened sensitivity and volatility that underscore the financial ...
Erdinc Akyildirim, Shaen Corbet
wiley   +1 more source

Habit persistence and asset returns in an exchange economy [PDF]

We examine asset prices and returns in the context of a version of the pure exchange economy studied in Lucas (1978) and Mehra and Prescott (1985). Our purpose is to identify the key channels by which changes in preferences affect the equity premium and ...
Jonas D.M. Fisher, Lawrence J. Christiano, Michele Boldrin   +2 more
core