Results 61 to 70 of about 68,268 (314)
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Size and liquidity effects in Nigeria: an industrial sector study [PDF]
, 2013 This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital asset pricing model (CAPM) including size premiums and a time varying parameter model for the West African emerging market of Nigeria ...
Hearn, Bruce
core +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
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
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 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
Doubtful Receivables' Risk and Its Impact on Stock Returns
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
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
Thunderbird International Business Review, EarlyView.ABSTRACT This study investigates the relationship between Corporate Social Responsibility (CSR) and firm performance using panel data from 716 Chinese firms listed on the Shanghai and Shenzhen Stock from 2013 to 2019. It further examines the role of management innovation, specifically marketing intensity, in moderating the CSR–financial performance ...
Freeman Brobbey Owusu +4 more
wiley +1 more source