Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [PDF]
تحقیقات مالی, 2018 Objective: The aim of the present study is to analyze and test the power of Conditional Capital Asset Pricing Model (CAPM) with Time Variant Beta against Standard Capital Asset Pricing Model to find the better model to explain expected return of stocks ...
Saeed Fallahpour +2 more
doaj +1 more source
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
doaj +1 more source
Downside Risk-Based Six-Factor Capital Asset Pricing Model (CAPM): A New Paradigm in Asset Pricing
Sustainability, 2020 The importance of downside risk cannot be denied. In this study, we have replaced beta in the five-factor model of using downside beta and have added a momentum factor to suggest a new six-factor downside beta capital asset pricing model (CAPM).
Usman Ayub +4 more
semanticscholar +1 more source
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
doaj +1 more source
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
doaj +1 more source
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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Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks. [PDF]
Physical Review E, 2016 Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks.
Tiziano Squartini +5 more
semanticscholar +1 more source
Capital Asset Pricing Model: Evidence from the Nigerian Stock Exchange [PDF]
, 2017 This paper critically examines the effect of capital asset pricing model (CAPM) for the Nigerian stock exchange using monthly stock values of 20 listed firms for the period of ten years (January 2006- December 2015) covering the periods and the aftermath
A, A. I. (Areghan) +4 more
core +1 more source
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
doaj +1 more source
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
core +2 more sources