An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange
Lahore Journal of EconomicsThis paper tests the validity of the q-factor model on stocks listed on the Karachi Stock Exchange in Pakistan. The q-factor model is an investment-based factor model that explains stock returns based on market, profitability, investment and size ...
Humaira Asad, Faraz Khalid Cheema
doaj
Conditional Beta Capital Asset Pricing Model (CAPM) and Duration Dependence Tests [PDF]
This paper uses a sample of 50 companies continuously listed on Main Board of Bursa Malaysia from January 1994 until December 2001 and uses duration dependence tests whilst applying two asset pricing models based on the CAPM; the two Factor Model ...
David E Allen, Imbarine Bujang
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Isthmin-1 (Ism1) modulates renal branching morphogenesis and mesenchyme condensation during early kidney development. [PDF]
Nat Commun, 2023 Gao G +7 more
europepmc +1 more source
Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19. [PDF]
Financ Innov, 2023 Ho CM.
europepmc +1 more source
Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. [PDF]
PLoS One, 2020 Rojo-Suárez J, Alonso-Conde AB.
europepmc +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source
Changing vulnerability in Asia: contagion and spillovers. [PDF]
Empir Econ, 2023 Kangogo M, Dungey M, Volkov V.
europepmc +1 more source
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
core
Genome-wide association study identifies novel variants in olfactory, vitamin A, vitamin B, and cadherin pathways associated with learning and memory. [PDF]
Sci RepHopkins LN +10 more
europepmc +1 more source
RAISE YOUR GLASS: WINE INVESTMENT AND THE FINANCIAL CRISIS [PDF]
This paper uses auction hammer prices over the period 1996-2009, with a special emphasis on periods of economic downturns, to examine risk, return and diversification benefits of fine wine.
Masset, Philippe +1 more
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