Results 51 to 60 of about 199,597 (335)

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
doaj   +1 more source

Temperature and Farm Labor in Nigeria

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT We estimate the impact of temperature shocks on the composition of farm labor in rural Nigeria using a nationally representative household panel survey. Leveraging plausibly exogenous year‐to‐year variation in growing season temperatures, we find that warmer temperatures significantly alter farm labor composition, prompting a substantial shift
Andu Berha
wiley   +1 more source

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 , Meysam Kaviani, Ebrahim Farbod   +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, Mohsin Sadaqat, Khalil Jebran, Zulfiqar Ali Memon   +3 more
doaj   +1 more source

Markets Mitigate Land‐Use Competition From Energy Crops and Increase Farm Revenues

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Meeting the US Sustainable Aviation Fuel Grand Challenge target of 35 billion gal annually by 2050 will require an estimated 380 million–700 million dry tons of agricultural biomass feedstock. This study evaluates the implications of large‐scale biomass production for land use, crop production, and market outcomes under mature market ...
Daniel G. De La Torre Ugarte, Matthew H. Langholtz, Chad M. Hellwinckel   +2 more
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

Disentangling the relationships between denomination of origin regulatory councils activities and Spanish wineries' export performance

Agribusiness, EarlyView.
Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin, Marta Fernández‐Olmos   +1 more
wiley   +1 more source

Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector

Agribusiness, EarlyView.
Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli, Simone Severini, Mauro Vigani   +2 more
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

Bayesian outlier detection in Capital Asset Pricing Model [PDF]

, 2009
We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset.
De Giuli, Maria Elena, Maggi, Mario Alessandro, Tarantola, Claudia   +2 more
core   +2 more sources