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]
, 2017 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
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Penggunaan Capital Asset Pricing Model (Capm) Untuk Pengelompokan Dan Penilaian Efisiensi Saham (Studi Pada Saham-saham Perusahaan Sektor Pertambangan (Mining) Yang Terdaftar Di Bursa Efek Indonesia (Bei) Periode 2009-2013) [PDF]
, 2016 This study aims to classify and rate the stock an efficient based on the method of Capital Asset Pricing Model (CAPM), which is a model of balance that connects the systematic risk with the expected return.
Ratnaningtyas, R. (Ratnaningtyas) +2 more
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Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange
Journal of Applied Research on Industrial Engineering, 2017 The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter
Ebrahim Abbasi +2 more
doaj +1 more source
Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
Journal of Economics and Management, 2020 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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Size premium, value premium and market timing: evidence from an emerging economy [PDF]
Journal of Economics Finance and Administrative Science, 2018 Purpose - This study aims to investigate the market timing strategy in different market conditions (i.e. up, down, normal and in-financial-crisis situation) in the emerging market of Pakistan over the period 1995 to 2015.
Syed Haroon Rashid +3 more
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Stocks Investment Decision Making Capital Asset Pricing Model (CAPM)
Jurnal Manajemen, 2020 Investment in the capital market generally has a higher rate of return compared to investing in the financial market. Investors sometimes get difficulty in determining which stocks will produce a large return with a small risk.
Erric Wijaya, Alecia Ferrari
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Persistence in the performance of South African unit trusts
South African Journal of Business Management, 2000 The persistence of performance of the General Equity Unit Trusts and All Unit Trusts that traded in South Africa during the period January 1988 to December 1997 and January 1993 to December 1997, is analysed using three models of performance measurement,
J. F.C. Von Wielligh, E. V.D.M. Smit
doaj +1 more source
Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
doaj
Economica: Jurnal Ekonomi Islam, 2017 The objective of this article is to analyze the Islamic stocks are relatively efficient for investment decisions using SCAPM (Shari’a Compliant Asset Pricing Model).
Zainul Hasan Quthbi
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Asset-pricing models: A case of Indian capital market
Cogent Economics & Finance, 2020 The asset-pricing models have been a fundamental area of research in finance due to its applicability in corporate finance and stock analysis. The present research attempted to evaluate the three popular asset-pricing models namely the capital asset ...
Khurshid Khudoykulov
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