Results 41 to 50 of about 15,572 (250)
MENENTUKAN SAHAM YANG EFISIEN DENGAN MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM)
E-Jurnal Matematika, 2020 CAPM has been well known as a method to select which stocks are efficient in a portfolio. The purpose of this study is to determine efficient stocks using CAPM method.
ELVINA LIADI +2 more
doaj +1 more source
Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach
, 2018 Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can ...
Sukono +6 more
semanticscholar +1 more source
Patent Portfolios and Uncertainty
Journal of Futures Markets, EarlyView.ABSTRACT This study explores how investor uncertainty is associated with the structure of companies' patent portfolios. Utilizing a U.S. patent sample, we examine the impact of three key patent portfolio characteristics (total market value, total number, and value dispersion) on market‐perceived uncertainty proxied by option‐implied volatilities.
Thaddeus Neururer +2 more
wiley +1 more source
An analysis of the relation between return and beta for portfolios of Turkish equities
Cogent Economics & Finance, 2016 The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
doaj +1 more source
Impact of Social Media on the Stock Market: Evidence from Tweets
European Journal of Business Science and Technology, 2015 The paper deals with the impact of the economic agent sentiment on the return for Apple and Microsoft stocks. We employed text mining procedures to analyze Twitter messages with either negative or positive sentiment towards the chosen stock titles. Those
Vojtěch Fiala +2 more
doaj +1 more source
ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether U.S. dollar‐based investors can do better investing in highly rated ESG countries than in medium and lower rated ESG countries using both cross sectional and panel data estimations. In general, we find evidence that investment in ESGLow scoring countries leads to better returns than investing in ESGHigh scoring countries ...
Dimitrios Asteriou +3 more
wiley +1 more source
, 2018 In this study, I try to test the capital asset pricingmodel (CAPM), three-factor Fama-French (3F-FF) model and five-factor Fama-French (5F-FF) model for the Turkish stock market. The sample is from June 2000 to May 2017.
Yaşar Erdinç
semanticscholar +1 more source
Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
MathematicsThe capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj +1 more source
Finance Research Letters, 2011 This paper extends the option pricing equations of Black and Scholes (1973), Jarrow and Madan (1997) and Husmann and Stephan (2007). In particular, we show that the length of the individual planning horizon is a determinant of an option’s value. The derived pricing equations can be presented in terms of the Black and Scholes (1973) option values which ...
Husmann, Sven, Todorova, Neda
openaire +3 more sources