Results 71 to 80 of about 196,700 (250)

Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy

The Lahore Journal of Business, 2013
In this paper, we test a simple Merton-style (1973) intertemporal capital asset pricing model (ICAPM) by allowing for time variations in certain key state variables for a sample of firms listed on the Karachi Stock Exchange.
Amna Rehman, Nawazish Mirza
doaj  

Multifactor Models Do Not Explain Deviations from the CAPM [PDF]

A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations.
A. Craig MacKinlay
core  

Penentuan Saham Efisien dan Tidak Efisien dengan Metode Capital Asset Price Model (CAPM)

, 2020
I Wayan Sunarya
openalex   +2 more sources

Discounting rules for risky assets [PDF]

, 1993
This paper develops a new rule for calculating the discount rate to value risky projects. The rule works under any linear asset pricing model and any equilibrium theory of debt and taxes.
Myers, Stewart C., Ruback, Richard S.
core  

Testing the Capital Asset Pricing Model (CAPM) on the Uganda Stock Exchange [PDF]

, 2010
David Wakyiku
openalex   +1 more source

Capital Asset Pricing Model (CAPM) Versus FF Three Factor Model: The Choice of Asset Pricing Model for Bank Stocks at Nairobi Securities Exchange

, 2022
Dennis Bulla, Masinde Muliro
openalex   +1 more source

Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market [PDF]

This paper investigates whether the consumption-free two-beta intertemporal capital asset-pricing model developed by Campbell and Vuolteenaho (2004) is able to solve the risk premium puzzle in the Japanese stock market over the period 1984−@2002.
Myong-Il Kang
core  

An augmented capital asset pricing model using new macroeconomic determinants. [PDF]

Heliyon, 2020
Pham CD, Phuoc LT.
europepmc   +1 more source

Validity of capital asset pricing model: evidence from Karachi stock exchange [PDF]

This study investigates the validity of Capital Asset Pricing (CAP) Model in Karachi stock exchange (KSE). The data of 387 companies of 30 different sectors on monthly, quarterly and semiannual basis are used. The Paired sample t- test is applied to find
Fahim, qazi, Imtiaz, arif, Syed ali, Raza, Syed tehseen, jawaid   +3 more
core   +1 more source

COMPARISON OF COMPANIES’ STOCK RETURNS BETWEEN CONSUMER SECTOR AND CONSTRUCTION SECTOR ON THE INDONESIA STOCK EXCHANGE

Jurnal Ekonomi & Studi Pembangunan, 2018
This research attempts to analyze risk and stock return of consumer sector and construction sector at Indonesian Stock Exchange. This research used the documentation method to collect the data. Data has been taken from Bloomberg Terminal.
Christian Christian, Rinaldi Rustam
doaj