In stock investments, every investor wants to get a high level of return and low risk. The stock price is very volatile and unpredictable, this makes investors have to find solutions in order to get a benefit from this investment.
Veladita Apriyanti, Epha Diana Supandi
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Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [PDF]
Objective: This study is primarily aimed at designing a tax risk assessment model for companies listed on the Tehran Stock Exchange. This research is also aimed at investigating the impact of corporate tax risk on capital asset pricing models and ...
Jamal Barzegari Khanaghah+1 more
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The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]
Capital Asset Pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance.
محمداسماعیل فدائینژاد+1 more
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Evaluating Value at Risk with Using Wavelet Analysis Case Study: Tehran Stock Exchange [PDF]
In this study, wavelet analysis as a modern technique in financial and economic issues is used to evaluate capital asset pricing model. For this purpose, using market return, beta coefficient was calculated for daily return of 20 shares selected form ...
sadeghi sadeghi+1 more
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Investigating the Interactive Effect of Tax Risk and Social Responsibility on the Value of Companies Accepted in Tehran Stock Exchange [PDF]
Objective: The aim of this study was to provide a model for tax risk measurment in the first step, and to examine the impact of tax risk and social responsibility as well as their interactive effect on the value of companies accepted in the Iranian ...
Jamal Barzegari Khanaghah (Ph.D)+2 more
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Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
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Pengaruh Capital Asset Pricing Model Terhadap Harga Saham (Studi Pada Perusahaan – Perusahaan Sub Sektor Perbankan Yang Listing Di Bursa Efek Indonesia Periode 2014-2016) [PDF]
Stock Price influenced by demands and supplies of investor and issuer in stock exchanges. One of the investor aims in investing on company stocks are to get a high return.
Akram, F. M. (Faisal)+1 more
core
When is Harry Markowitz made the first foundations of the development of portfolio theory, William Shape, John Lintner and Jan Mossion in the early 60s of the 20th century are developed a Capital Asset Pricing Model - CAPM.
Драган Јањић
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Komparasi Capital Asset Pricing Model Versus Arbitrage Pricing Theory Model Atas Volatilitas Return Saham [PDF]
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.
Rusdin, R. (Rusdin)+1 more
core
Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
Aim/purpose – The purpose of the research is to verify the Capital Asset Pricing Model (CAPM) in the Polish capital market based on a conventional and downside risk approach.
Markowski Lesław
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