Results 91 to 100 of about 58,661 (262)
The Validity of CAPM and ICAPM in the Istanbul Stock Exchange
Ekonomi, Politika & Finans Araştırmaları DergisiThis study aims to answer the following research question: Are the Capital Asset Pricing Model (CAPM) and International Capital Asset Pricing Model (ICAPM) valid in the Istanbul Stock Exchange (ISE)?
Gülşah Kulalı, Muhammad Muddasir
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Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2018 Buçalışmada 2016 ve 2017 yıllarında Borsa İstanbul Pay Piyasasında bedelsizsermaye artımı yapmak için Sermaye Piyasası Kuruluna (SPK) başvuru yapanşirketlerin başvuru onaylarının hisse senedi getirileri üzerindeki etkilerinindeğerlendirilmesi ...
Abdullah Erol, Sinan Aytekin
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Equity Premium: - Does it exist? Evidence from Germany and United Kingdom [PDF]
Malkiel and Xu (1997) state that idiosyncratic volatility is highly correlated with size and that it plays a powerful role in explaining expected returns.
Madhu Veeraraghavan +3 more
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A multifactor consumption based asset pricing model of the UK stock market: The US stock market as a wealth reference [PDF]
, 2009 Here a multifactor model of UK stock returns is developed, replacing the conventional consumption habit reference by a relation that depends on US wealth.
Hunter, J, Wu, F
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A priori estimates for the complex Hessian equations
, 2011 We prove some $L^{\infty}$ a priori estimates as well as existence and stability theorems for the weak solutions of the complex Hessian equations in domains of $C^n$ and on compact K\"ahler manifolds.
Błocki, Gårding, Kołodziej
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Short term momentum profits and their source: a business indicators' approach
Agricultural Economics (AGRICECON), 2013 The main objective of the paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of the author about the presence of the ...
Abdullah EJAZ, Petr POLAK
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A Framework for CAPM with Heterogenous Beliefs [PDF]
We introduce heterogeneous beliefs in to the mean-variance framework of the standard CAPM, in contrast to the standard approach which assumes homogeneous beliefs.
Carl Chiarella +2 more
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Estimating Systematic Risk: Case For Borsa Istanbul
Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2014 The structure of the data set has a great impact on the estimation results. Especially the methods, which are affected by outliers like Ordinary Least Squares OLS , will lead to biased results.
Filiz Yeşilyurt +2 more
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Penentuan Saham Efisien dan Tidak Efisien dengan Metode Capital Asset Price Model (CAPM)
, 2020 I Wayan Sunarya
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Portfolio Selection with Monotone Mean-Variance Preferences [PDF]
We propose a portfolio selection model based on a class of monotone preferences that coincide with mean-variance preferences on their domain of monotonicity, but differ where mean-variance preferences fail to be monotone and are therefore not ...
Aldo Rustichini +3 more
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