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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Investigating the Interactive Effect of Tax Risk and Social Responsibility on the Value of Companies Accepted in Tehran Stock Exchange [PDF]
مجله دانش حسابداری, 2020 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
doaj +1 more source
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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ORMATION OF OPTIMAL STOCK PORTFOLIO USING SINGLE INDEX MODEL CUT-OFF RATE METHODE, MARKOWITZ MODEL, AND CAPITAL ASSET PRICING MODEL IN 11 INDUSTRIAL SECTORS LISTED ON THE INDONESIA STOCK EXCHANGE 2016-2020” [PDF]
, 2021 “Penelitian ini bertujuan untuk mengetahui pembentukan portofolio optimal menggunakan Single Index Model metode Cut-Off Rate, Markowitz Model, serta Capital Asset Pricing Model dan untuk mengetahui apakah terdapat perbedaaan return yang signifikan dari ...
Sembel, Roy +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]
مطالعات تجربی حسابداری مالی, 2010 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
doaj
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [PDF]
تحقیقات مالی, 2020 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
doaj +1 more source
Acta Economica, 2016 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
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
doaj +1 more source
Evaluating Value at Risk with Using Wavelet Analysis Case Study: Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2014 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
doaj +1 more source
Komparasi Capital Asset Pricing Model Versus Arbitrage Pricing Theory Model Atas Volatilitas Return Saham [PDF]
, 2015 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
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