Results 71 to 80 of about 3,027 (255)
ANALISIS SAHAM PT INDOSAT Tbk TERKAIT RENCANA BUY BACK PEMERINTAH
MIX: Jurnal Ilmiah Manajemen, 2015 .The study aims to analyze the value of buyback stock plan related to the acquisition of PT Indosat Tbk (ISAT). Counting reasonable price stock carried method Capital Asset Pricing Models (CAPM), Free Cash Flow to Equity (FCFE), Relative Valuation, and ...
A Zaenal Abidin
doaj
American Journal of Agricultural Economics, EarlyView.Abstract This study examines the impact of soil erosion on agricultural land values in the United States (US) Midwest. Based on a novel county‐level panel data set with information on soil erosion levels and agricultural land values covering five census years (1997, 2002, 2007, 2012, and 2017), we separately investigate the direct effect of two types ...
Le Chen +3 more
wiley +1 more source
Food inflation pass‐through from agricultural imports in a small open economy
American Journal of Agricultural Economics, EarlyView.Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
Pricing the Default Risk Factor in Short-Term Debt: A Compound Option Approach in the Iranian Capital Market [PDF]
Journal of Asset Management and FinancingThis study introduces and integrates short-term debt default risk as a novel systematic factor into the capital asset pricing framework and evaluates its impact on the explanatory power of existing multi-factor models in the Iranian capital market ...
Mahnaz Khorasani +2 more
doaj +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
CAPM (Capital Asset Pricing Model) with Stable Distribution
Jurnal Ilmu Dasar, 2010 In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution.
Dedi Rosadi
doaj
An Analysis of the Impact of Selected Factors on the Bond Market
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 Exchange rate risk is important factor for the valuation of capital asset on international markets. According to the International Arbitrage Pricing Theory currency movements affect the prices of capital assets and associated risk premiums.
Blanka Francová
doaj +1 more source
Improving the Asset Pricing Ability of the Consumption-Capital Asset Pricing Model? [PDF]
SSRN Electronic Journal, 2006 This paper compares the asset pricing ability of the traditional consumption-based capital asset pricing model to models from two strands of literature attempting to improve on the poor empirical results of the C-CAPM. One strand is based on the intertemporal asset pricing model of Campbell (1993, 1996) and Campbell and Vuolteenaho (2004).
openaire +2 more sources
Lost in aggregation? On the importance of local food price data for food poverty estimates
American Journal of Agricultural Economics, EarlyView.Abstract This paper explores within‐country variations in food price dynamics and food poverty estimates by employing local market price data and national consumer price index (CPI) data. Our results show that national CPI data may be useful for approximating national trends but they fail to detect and identify spatial variations in local trends, which
Stephan Dietrich +4 more
wiley +1 more source
The game-theoretic capital asset pricing model
International Journal of Approximate Reasoning, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Vladimir Vovk, Glenn Shafer
openaire +1 more source