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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
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Al-tijary, 2018 As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
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Downside CAPM: The case of South Africa
Journal of Economic and Financial Sciences, 2016 Beta and the capital asset pricing model have traditionally been the preferred measures of risk. However, there is growing literature against the use of the capital asset pricing model to determine the cost of equity in markets, such as emerging markets,
Kwasi Okyere-Boakye, Brandon O’Malley
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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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Jurnal Matematika UNAND, 2023 Dalam berinvestasi saham, setiap investor ingin mendapatkan return yang tinggi dan risiko yang rendah. Salah satu cara untuk meminimalisir risiko adalah dengan membentuk portofolio optimal yang menguntungkan dari segi return dan risiko.
NOVALISA NASTHASYA +2 more
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Capital Market Performance and Macroeconomic Dynamics in Nigeria [PDF]
FUOYE Journal of Finance and Contemporary Issues Vol 1, Issue 1,
2021, 38-48, 2022 The study examined the relationship between capital market performance and the macroeconomic dynamics in Nigeria, and it utilized secondary data spanning 1993 to 2020. The data was analyzed using vector error correction model (VECM) technology. The result revealed a significant long run relationship between capital market performance and macroeconomic ...
arxiv
Media Statistika, 2019 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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Asset Prices and Capital Share Risks: Theory and Evidence [PDF]
arXiv, 2020 An asset pricing model using long-run capital share growth risk has recently been found to successfully explain U.S. stock returns. Our paper adopts a recursive preference utility framework to derive an heterogeneous asset pricing model with capital share risks.While modeling capital share risks, we account for the elevated consumption volatility of ...
arxiv
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev +3 more
wiley +1 more source
The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2006 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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