Results 51 to 60 of about 15,572 (250)
Measuring Currency Risk Premium: The Case of Turkey
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan +2 more
wiley +1 more source
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
International journal of engineering and technology, 2018 Investment theory describes the concept of relationship between risk and return. Capital Model Asset Pricing Model (CAPM) was based on the risk and return relationship.
Koh Xin Rui +4 more
semanticscholar +1 more source
, 2016 The Capital Asset Pricing Model (CAPM) is among the earliest and most widely used security valuation models. Since its inception, CAPM has been criticized more than it has been appreciated. Although, it has been criticized both empirically and theoretically, it is still one of the most extensively used methods for the calculation of equity betas and ...
openaire +4 more sources
Corporate Life Cycles and Analyst Recommendations
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT This study examines the relationship between firm life cycle stages and analyst recommendations. Using a dataset covering 1995 to 2022, we refine the sample to 62,731 firm‐year observations and employ established models to create proxies for the corporate life cycle stages.
Ahmed Al Hadi, Abdulsamad Alazzani
wiley +1 more source
Capital Asset Pricing Model (CAPM) 2.0: Account of Business and Financial Risk
Финансы: теория и практикаThe famous Capital Asset Pricing Model (CAPM), widely used in practice, takes into account only the business risk associated with investments in a specific company [not the entire market (or industry)].
P. N. Brusov +2 more
doaj +1 more source
Narrative Disclosure Tone and Bank Risk: The Role of Economic Policy Uncertainty
Managerial and Decision Economics, EarlyView.ABSTRACT This study examines the impact of narrative disclosure tone (NDT) on bank riskiness, particularly in the context of heightened economic policy uncertainty (EPU). Utilizing data from 114 banks across 2052 bank‐year observations between 2005 and 2022, our findings reveal a significant positive relationship between NDT and various measures of ...
Acheampong Albert +3 more
wiley +1 more source
, 2017 CAPM has been prevalently used by practitioners for calculating required rate of return despite having drawbacks. Fama French presented their 3 factor model in order to gap the limitations posed by CAPM model.
Mahnoor Sattar
semanticscholar +1 more source
Multifactor Risk Models and Heterotic CAPM [PDF]
, 2016 We give a complete algorithm and source code for constructing general multifactor risk models (for equities) via any combination of style factors, principal components (betas) and/or industry factors.
Zurab Kakushadze, Willie Yu
semanticscholar +1 more source
The leaders' shadow: Excessive information spillover in the Chinese stock market
Accounting &Finance, EarlyView.Abstract This study investigates information spillover from industry leaders to peer firms during the leaders' earnings announcements (EAs) in the Chinese stock market. We find a positive information spillover, which is subsequently corrected when peers announce their own earnings, indicating excessive information spillover (overreaction).
Jiaxin Duan +3 more
wiley +1 more source