Results 41 to 50 of about 17,534 (244)
Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange [PDF]
Journal of Applied Research on Industrial Engineering, 2017 The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter
Ebrahim Abbasi +2 more
doaj +1 more source
How does ESG explain excess returns in emerging market? An Asset-Pricing Approach
Jurnal Manajemen Teori dan Terapan, 2023 Objective: Previous studies found several important risk factors for the capital market in explaining stock performance. However, most studies only consider conventional investment factors without considering sustainable ones.
Clarissa Mulialim, Muhammad Madyan
doaj +1 more source
A Texture‐Free Multi‐Scale Model for Surface‐Based Rendering of Knitted Fabrics
Computer Graphics Forum, EarlyView.Abstract Knitted fabrics present unique challenges for realistic rendering due to their complicated structure and scale‐dependent appearance. Existing methods typically rely on explicit yarn geometry, which is computationally complex, or texture‐based representations that require heavy storage and precomputed maps. In this paper, we introduce the first
Apoorv Khattar +3 more
wiley +1 more source
RAE: Revista de Administração de Empresas, 2010 Nas últimas décadas, o modelo Capital Asset Pricing Model (CAPM) tem despertado grande interesse por parte da comunidade científica. Apesar das críticas, o aprimoramento do CAPM estático deu origem a novos modelos dinâmicos que trazem maior segurança ...
Elmo Tambosi Filho +3 more
doaj
Does It Matter? Information Releases Before Versus After Trading Hours
European Financial Management, EarlyView.ABSTRACT This paper shows that for firms in Pacific time zone of the United States, the effect on weekly returns from overnight returns would be 23% stronger than firms in Eastern time zone. This asymmetrical impact is documented to be associated with degrees of information transparency due to firm's different timings of information releases.
Ming‐Che Hu, Alex YiHou Huang
wiley +1 more source
An Empirical Examination of Conditional Four-Moment CAPM and APT Pre-Specified Macroeconomic Variables with Market Liquidity in Arab Stocks Markets [PDF]
This thesis empirically examined conditional four-moment CAPM and APT pre-specified macroeconomic variables with market liquidity in four Arab stock markets, namely Jordan, Morocco, Tunisia and Kuwait over a period extended from January 1998 to December ...
Ali, Abubaker Ali
core +3 more sources
Folia Oeconomica Stetinensia, 2016 In the article, several methods of taking investment decisions are described: a fundamental, portfolio, and technical analysis. They constitute different approaches which are convenient for different types of investors with various expectations and time ...
Flotyński Marcin
doaj +1 more source
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors
European Financial Management, EarlyView.ABSTRACT This paper investigates whether thematic equity funds deliver abnormal performance relative to conventional global equity funds. Using Fama‐French models augmented with latent factors, we estimate fund‐level alphas, and apply the false discovery rate methodology to an estimated three‐group mixture distribution, separating good, null and bad ...
Maria Debora Braga +2 more
wiley +1 more source
Testando empiricamente o CAPM condicional dos retornos esperados de portfolios do mercado brasileiro, argentino e chileno [PDF]
, 2003 Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-Graduação em Engenharia de Produção.Nas ultimas décadas o modelo CAPM tem despertado grande interesse por parte da comunidade científica.
Tambosi Filho, Elmo
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