Results 51 to 60 of about 55,979 (234)

The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market

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

Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies [PDF]

, 2010
In this paper we extend the time series analysis to the panel framework to test the C-CAPM driven by wealth references for developed countries. Specifically, we focus on a linearised form of the Consumption-based CAPM in a pooled cross section panel ...
Hunter, J, Wu, F
core   +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

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

Testing for Contagion in International Financial Markets: To See More, Go Higher

Financial Review, EarlyView.
ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
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  

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

Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM [PDF]

This paper examines the applicability of CAPM in explaining the risk-return relation in the Malaysian stock market for the period of January 1995 to December 2006.
Md Isa, Abu Hassan, Puah, Chin-Hong, Yong, Ying-Kiu   +2 more
core   +1 more source

Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows

Financial Review, EarlyView.
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
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