Results 41 to 50 of about 12,595 (305)
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
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
doaj +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
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
doaj +1 more source
Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth [PDF]
, 2011 In a traditional framework, asset returns are captured by simple linear asset pricing models. They include Capital Asset Pricing Model (CAPM) and Fama-French threefactor model.
Wang, Qing Mei
core
Agribusiness, EarlyView.ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley +1 more source
Robust Estimation and Forecasting of the Capital Asset Pricing Model [PDF]
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution.
Michael McAleer +2 more
core +2 more sources
Access to Finance and Innovation in the Canadian Food Processing
Agribusiness, EarlyView.ABSTRACT Innovation is a presumed channel through which finance affects productivity, yet there is limited research testing the relationship between finance and innovation in the food manufacturing sector. The purpose of the paper is to explore the determinants (e.g., financing, R&D, firm size, expenditure on innovation) of the adoption of innovation ...
Getu Hailu, Deepananda Herath
wiley +1 more source
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
Agribusiness, EarlyView.ABSTRACT Farmers markets provide a direct‐to‐consumer marketing path for farmers and small businesses, facilitating customer discovery and product refinement. This paper explores farmers markets as a business incubator, with a focus on beginning vendors and resilience to a shock, namely, COVID‐19 market restrictions.
Mallory L. Rahe +2 more
wiley +1 more source