Results 91 to 100 of about 44,329 (240)

Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange

Jurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2019
This study aims to analyze stock performance credibility using the Capital Asset Pricing Model (CAPM) method, the Arbitrage Pricing Theory (APT) method, the Fama-French Three-Factor Model (FFTFM), and the 2013-2017 LQ-45 Stock Performance rating.
Tona Aurora Lubis, Ade Octavia, Widyanti Fitri   +2 more
doaj   +1 more source

A Theoretical Extension of the Consumption-based CAPM Model [PDF]

We extend the Consumption-based CAPM (C-CAPM) model for representative agents with different risk attitudes. We introduce the concept of expectation dependence and show that for a risk averse representative agent, it is the first-degree expectation ...
Georges Dionne, Jingyuan Li
core  

CAPM: Capital Asset Pricing Model

International Journal of Advanced Research in Science, Communication and Technology
The Capital Asset Pricing Model (CAPM) is one of the most widely used models in finance for evaluating the relationship between risk and expected return. This research focuses on the practical implementation of CAPM using Python-based analytical tools to estimate the risk and return characteristics of selected stocks in comparison with market indices ...
null Prof. Shweta Hedaoo, null Nikhil Dongare   +1 more
openaire   +1 more source

The Echo Effect of Momentum and Investor Trading Behavior

International Review of Finance, Volume 26, Issue 2, June 2026.
ABSTRACT This study examines the momentum echo effect using cross‐sectional momentum (CMOM) and idiosyncratic momentum (IMOM) in the Korean stock market. The results document robust evidence for CMOM‐based portfolios, while IMOM‐based portfolios exhibit contrasting evidence.
Cheoljun Eom, Jong Won Park
wiley   +1 more source

ANALISIS SAHAM PT INDOSAT Tbk TERKAIT RENCANA BUY BACK PEMERINTAH

MIX: Jurnal Ilmiah Manajemen, 2015
.The study aims to analyze the value of buyback stock plan related to the acquisition of PT Indosat Tbk (ISAT). Counting reasonable price stock carried method Capital Asset Pricing Models (CAPM), Free Cash Flow to Equity (FCFE), Relative Valuation, and ...
A Zaenal Abidin
doaj  

Testing Multi-Factor Asset Pricing Models in the Visegrad Countries [PDF]

There is no consensus in the literature as to which model should be used to estimate stock returns and the cost of capital in the emerging markets. The Capital Asset Pricing Model (CAPM), which is most often used for this purpose in the developed markets,
Borys, Magdalena Morgese Borys
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Wage Differentials, Firm Investment, and Stock Returns

International Review of Finance, Volume 26, Issue 2, June 2026.
ABSTRACT This study investigates the effects of labor costs on firms' capital investments and stock returns. I estimate wage premia across US industries and show that the negative investment‐return relation implied by q$$ q $$‐theory is steeper for firms paying high wage premia than for firms paying low wage premia.
Yongjun Kim
wiley   +1 more source

Investment analysis of a technology company in the context of geopolitical instability: strategic risk diversification and regional significance

Интеллект. Инновации. Инвестиции
The relevance of this study is driven by increasing geopolitical instability and sanctions pressure, which require a significant adaptation of classical approaches to investment analysis of technology companies, particularly those operating in isolated ...
V. S. Levin, N. K. Borisyuk, M. G. Lapaeva   +2 more
doaj   +1 more source

Multiscale test of CAPM for three Central and Eastern European stock markets

Journal of Business Economics and Management, 2013
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sharpe (1964), Lintner (1965) and Mossin (1966) in three Central and Eastern European stock markets (i.e. Slovenia, Hungary and Czech Republic).
Silvo Dajčman, Mejra Festić, Alenka Kavkler   +2 more
doaj   +1 more source

Testing the Ex Ante Relationship between Asset and Investment Returns in Japan: An Application of the P-CAPM to Japanese Asset Returns [PDF]

This article provides an empirical investigation into the validity of the production-based capital asset-pricing model (P-CAPM) in the Japanese asset markets during the period 1980-97.
Baba, Naohiko
core