Results 51 to 60 of about 17,534 (244)

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

Valoración por el método de flujo de caja libre: finca bananera de Urabá

Apuntes Contables, 2019
La producción de banano es fundamental en la economía de la región de Urabá, por tanto, es necesario que sea más competitiva técnica y financieramente, por ello se realizó una valoración de empresa para una finca exportadora de banano ubicada en esta ...
María Camila Henao Vásquez, Diego Andrés Caro Atehortúa   +1 more
doaj   +1 more source

Decoding Information Flow in Fund Families: Evolution, Drivers and Impacts

European Financial Management, EarlyView.
ABSTRACT This paper proposes a new measure of information sharing within fund families inferred from trading activity and examines its evolution and managerial drivers. The findings reveal a declining trend in internal information exchange over time, with higher information flow in families characterized by greater managerial interaction.
Ruth Gimeno, Laura Andreu, Miguel Serrano, José Luis Sarto   +3 more
wiley   +1 more source

Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [PDF]

Mathematics and Modeling in Finance
‎Accurate forecasting of asset returns is essential for informed investment decisions and effective portfolio management‎. ‎This paper explores a hybrid model that combines the Capital Asset Pricing Model (CAPM) with Neural Network Autoregressive (NNAR ...
Mohammad Zare
doaj   +1 more source

A U‐Shaped Flow–Performance Sensitivity Across the Globe

European Financial Management, EarlyView.
ABSTRACT Using a worldwide sample of equity mutual funds, we document a new stylized fact: the flow‐performance sensitivity (FPS) is greater for both bottom and top performance, compared to the middle. This “U‐shaped” FPS is especially strong in down markets, for small/mid‐cap funds, and in the latest decade. These results hold over quarterly or yearly
Markus Broman, Kelley Bergsma Lovelace
wiley   +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, Svatopluk Kapounek, Ondřej Veselý   +2 more
doaj   +1 more source

Does Managerial Ability Remain Valuable During Economic Shocks?

European Financial Management, EarlyView.
ABSTRACT Managerial ability is often viewed as a source of competitive advantage, but its value may diminish when economic conditions change. We examine whether managerial ability remains valuable during monetary policy shocks and whether financial markets recognize this adaptive capacity.
Samer Adra, Yang Gao, Jiayi Yuan
wiley   +1 more source

Costo de capital bajo riesgos asimétricos en el mercado de valores mexicano

Economía Teoría y Práctica, 2008
El siguiente artículo tiene como fin calcular el costo de financiamiento de las empresas al momento de captar recursos de la Bolsa Mexicana de Valores, costo al que también se denomina costo de capital o tasa de rendimiento mínimo aceptable.
M. Rodríguez, K. Cortez, H. García
doaj  

Mean-drawdown risk behavior: drawdown risk and capital asset pricing

Journal of Business Economics and Management, 2013
We develop an alternative approach based on mean-drawdown risk behavior versus the mean-variance behavior. We develop two risk measures as the maximum draw down risk and average drawdown risk to estimate two new betas and then propose two CAPM-like ...
Mohammad Reza Tavakoli Baghdadabad, Fauzias Mat Nor, Izani Ibrahim   +2 more
doaj   +1 more source

Risk Perceptions and Corporate Financing Behavior

Financial Management, EarlyView.
ABSTRACT Using a recently developed measure of financial market risk perceptions, we show that risk perceptions affect firm‐level corporate financing behavior. Firms tend to adjust their capital structures to cater to investors' appetite for risk. When perceived risks are low, firms tend to choose more leveraged capital structures to take advantage of ...
Youngmin Choi, Armen Hovakimian, Joonsung Won   +2 more
wiley   +1 more source