Results 61 to 70 of about 15,572 (250)
REGE Revista de Gestão, 2005 This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model.
Felipe Dias Paiva
doaj
, 2018 This study aims to predict banking stock returns in Indonesia. The problem under study is the difficulty of determining banking stock returns. This study uses the VAR approach by comparing CAPM and APT.
A. Siahaan, Rusiadi
semanticscholar +1 more source
Economics &Politics, EarlyView.ABSTRACT Amid rising economic policy uncertainty (EPU) and escalating financial risks facing nonfinancial firms in China, this study investigates the impact of EPU on firm‐level risk exposure, with a particular focus on the moderating role of environmental, social, and governance(ESG) performance.
Yinan Fan, Sajid Anwar, Rui Long
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
Disagreement and returns: The case of cryptocurrencies
Financial Management, EarlyView.Abstract We present the first evidence of investor‐trading‐based disagreement's influence on cross‐sectional cryptocurrency daily returns. We interpret abnormal trading volume as investor disagreement and find evidence in support of Miller's disagreement model: when short‐sale constraints are binding, high abnormal volume (high disagreement) assets ...
Jon A. Garfinkel +2 more
wiley +1 more source
The Pan African Medical Journal, 2021 INTRODUCTION: Les intoxications intentionnelles constituent un problème majeur de santé publique, aussi bien dans les pays développés que dans les pays en développement.
Sara Boukhorb +7 more
doaj +1 more source
Persistence and Market Timing Ability of Cryptocurrency Funds
Financial Management, EarlyView.ABSTRACT Growth in cryptocurrency funds has followed the wider expansion of the cryptocurrency sector. In this paper, we study the performance persistence and market timing ability of cryptocurrency fund managers. We show that cryptocurrency funds produce remarkable levels of abnormal returns.
Thomas Conlon +2 more
wiley +1 more source
An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange
International Journal of Economics and Financial Issues, 2016 We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Exchange (ZSE) using cross-sectional stock returns on 31 stocks listed on the ZSE between March 2009 and February 2014.
Melody Nyangara +3 more
doaj +6 more sources
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