Results 21 to 30 of about 199,597 (335)
Prediction of Stock Prices Using Capital Asset Pricing Model in Nigerian Stock Market
JDE (Journal of Developing Economies), 2023 The main intention of this study is to use the accounting data using CAPM to determine the stock prices/returns for the Nigerian capital market. In this study, the independent variable is the prediction of the stock prices and the dependent variable is ...
Muhammed Lamin Jabbi +1 more
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Creator of the capital asset pricing model [PDF]
Bankarstvo, 2014 Harry M. Markowite, Merton H. Miller and William F. Sharpe were awarded the Nobel Prize in Economic Sciences in 1990, for their pioneering work in the theory of financial economics.
Pantelić Svetlana
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Jema: Jurnal Ilmiah Bidang Akuntansi dan Manajemen, 2022 The purpose of this study is to examine the moderation effect of the audit committee on the linkages between audit firm size, industry specialization, and the cost of equity capital with firm size and financial leverage as a control variable.
Emayanti Christina Hutabarat +2 more
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Equilibrium prices of the titles: Sharpe and the Securities Valuation Model (CAPM)
Mercados y Negocios, 2023 The Capital Asset Pricing Model (CAPM) is a model used to calculate the profitability that an investor must demand when making an investment in a financial asset, depending on the risk he is assuming.
Juan Gaytán Cortés
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Portefeuljebestuur, die kapitaalmarkprysmodel en verwante tegnieke
South African Journal of Business Management, 1990 The importance of risk management in business has long been recognised. The importance, assumptions and limitations of the Capital Asset Pricing Model is generally accepted and an elaborate introduction is therefore not necessary.
J. Van Zyl Smit
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The Lost Capital Asset Pricing Model
SSRN Electronic Journal, 2017 Abstract We provide a novel explanation for the empirical failure of the capital asset pricing model (CAPM) despite its widespread practical use. In a rational-expectations economy in which information is dispersed, variation in expected returns over time and across investors creates an informational gap between investors and the ...
Andrei, D, Cujean, J, Wilson, M
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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments [PDF]
, 2007 Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong.
Bossaerts, Peter +2 more
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Market beta coefficient and enterprise risk management: A literature review
Research Papers in Economics and Finance, 2023 One of the significant factors in the valuation of publicly listed firms is their market beta coefficient, commonly utilised in the capital asset pricing model (CAPM) as a proxy for stock volatility directly affecting market value.
Mike Skorupski
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Role of leverage and liquidity risk in asset pricing: evidence from Indian stock market [PDF]
Vilakshan (XIMB Journal of Management), 2022 Purpose – Asset pricing revolves around the core aspects of risk and expected return. The main objective of the study is to test different asset pricing models for the Indian securities market.
Mehak Jain, Ravi Singla
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Will and power: Investment diversification and systemic deviation from irrational risk
Cogent Economics & Finance, 2022 Examining China’s stock market, mean variance is used to measure returns and risk and build an irrational risk-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing, presenting ...
Yaping Liu
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