Results 71 to 80 of about 278,280 (389)

Analisis Saham Syariah Efisien dengan Pendekatan Shari’a Compliant Asset Pricing Model (SCAPM) pada Jakarta Islamic Index (JII)

Economica: Jurnal Ekonomi Islam, 2017
The objective of this article is to analyze the Islamic stocks are relatively efficient for investment decisions using SCAPM (Shari’a Compliant Asset Pricing Model).
Zainul Hasan Quthbi
doaj   +1 more source

Asset-pricing models: A case of Indian capital market

Cogent Economics & Finance, 2020
The asset-pricing models have been a fundamental area of research in finance due to its applicability in corporate finance and stock analysis. The present research attempted to evaluate the three popular asset-pricing models namely the capital asset ...
Khurshid Khudoykulov
doaj   +1 more source

The Relationship between systematic risk and stock returns in Tehran Stock Exchange using the capital asset pricing model (CAPM)

, 2014
One of the most important issues in the capital market is awareness of the level Risk of Companies, especially “systemic risk (unavoidable risk)” that could affect stock returns, and can play a significant role in decision-making.
M. Mehrara, Zabihallah Falahati, Nazi Heydari Zahiri   +2 more
semanticscholar   +1 more source

An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets

Agribusiness, EarlyView.
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic, Puneet Vatsa, Frayne Olson   +2 more
wiley   +1 more source

PENGUJIAN VALIDITAS EMPIRIS CAPITAL ASSET PRICING MODEL DI PASAR MODAL INDONESIA

Jurnal Ilmiah Akuntansi dan Bisnis, 2014
A careful analysis of securities trading, supported by thorough and accurate data needed to determine the level of returns and risks in investing. The global financial crisis led many academics to question the validity of market efficiency and the ...
Yolanda Marsyella Simangunsong, Dewa Gede Wirama   +1 more
doaj  

Determining the influence of belonging to a wine protected designation of origin on profitability

Agribusiness, EarlyView.
Abstract To guide consumers, wineries need credible attributes about the quality of their wines and its origin. In Spain, protected designations of origin (PDO) guarantee that the wine has been produced in a certain wine region in accordance with specific and officially regulated quality criteria thus providing elements of guarantee to the consumer ...
Jordi Moreno Gené, Sònia Solé Puiggené, José Luis Gallizo Larraz   +2 more
wiley   +1 more source

Single factor financial asset pricing models: an empirical test of the Capital Asset Pricing Model CAPM and the Downside Capital Asset Pricing Model D-CAPM Modelos de precificação de ativos financeiros de fator único: um teste empírico dos modelos CAPM e D-CAPM

REGE Revista de Gestão, 2005
This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model.
Felipe Dias Paiva
doaj  

Beyond subsistence? The role of rural cooperatives in driving smallholder commercialization in Ethiopia

Agribusiness, EarlyView.
Abstract The transition from subsistence to market‐oriented agriculture holds the potential to boost rural economic progress and improve the well‐being of the rural poor in developing countries. Despite this potential, there is limited understanding of the key drivers for smallholder commercialization. In this study, we utilize comprehensive three‐wave
Abebayehu Girma Geffersa, Md. Monirul Islam   +1 more
wiley   +1 more source

The Earnings/Price Risk Factor in Capital Asset Pricing Models

Revista Contabilidade & Finanças, 2015
This article integrates the ideas from two major lines of research on cost of equity and asset pricing: multi-factor models and ex ante accounting models.
Rafael Falcão Noda, Roy Martelanc, Eduardo Kazuo Kayo   +2 more
doaj   +1 more source

A survey on risk-return analysis [PDF]

This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
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