Results 21 to 30 of about 22,160,059 (182)
Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange
Journal of Applied Research on Industrial Engineering, 2017 The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter
Ebrahim Abbasi +2 more
doaj +1 more source
Traditional CAPM Model to Sentiment Analysis
Advances in Economics, Management and Political SciencesIn this article, we will combine the novel applications of asset pricing, which is developed from a classic theory of this field. We will present this theory and then the latest found of the application.
R. Zheng, Yile Li, Yicheng Wang
semanticscholar +1 more source
MathematicsThe capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj +1 more source
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
The CAPM strikes back? An equilibrium model with disasters
Journal of Financial Economics, 2019 Embedding disasters into a general equilibrium model with heterogeneous firms induces strong nonlinearity in the pricing kernel, helping explain the empirical failure of the (consumption) CAPM.
Hang Bai +4 more
semanticscholar +1 more source
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2023 Terjadinya pandemi Covid-19 yang melanda seluruh dunia termasuk Indonesia diawal tahun 2020 mengakibatkan penurunan dipasar saham yang ditunjukkan dengan penurunan pada Indeks LQ45 yang disebabkan banyak investor yang menjual saham yang mereka miliki ...
Rizma Nazriah Hasibuan +2 more
doaj +1 more source
Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu +3 more
wiley +1 more source
Conditional pricing model with heteroscedasticity: Evaluation of Brazilian funds [PDF]
RAE: Revista de Administração de Empresas, 2019 Empirical studies have revealed that the conditional Capital Asset Pricing Model (CAPM) has a higher explanatory power than its unconditional version, particularly for the model in state-space form where the beta is estimated using Kalman filter.
Leandro Santos da Costa +3 more
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT This study assesses the degree of alignment with and eligibility to the EU Taxonomy of non‐financial firms and investigates its relationship with their Cost of Debt (CoD). The empirical analysis is based on a sample of 306 non‐financial firms listed on the Stoxx Europe 600 Index across 15 European countries. Taxonomy‐related data were manually
Fabio Rizzato +3 more
wiley +1 more source
The market application analysis of CAPM model in China's securities
, 2013 CAPM is one of the most important decision-making problems for most organizations in portfolio selection problem. Usually the determination of the capital return on assets is the core issues of CAPM.The paper deeply makes the empirical analysis of CAPM ...
Peng Zhang, X. Meng
semanticscholar +1 more source