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Non-standardized form of CAPM and stock returns [PDF]
Emerging markets like Pakistan confront with the problem to validate the CAPM in its original form. Since standard form of this model has unrealistic assumptions, different non-standardized forms have been introduced by different researchers.
Muhammad, Irfan
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Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs [PDF]
With the standard mean variance framework, by assuming heterogeneity and bounded rationality of investors, this paper examines their impact on the market equilibrium and implications to the portfolio analysis.
Xue-Zhong He, Lei Shi
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Validity of capital asset pricing model: evidence from Karachi stock exchange [PDF]
This study investigates the validity of Capital Asset Pricing (CAP) Model in Karachi stock exchange (KSE). The data of 387 companies of 30 different sectors on monthly, quarterly and semiannual basis are used. The Paired sample t- test is applied to find
Imtiaz, arif +3 more
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CONDITIONAL CAPM MODEL APPLIED TO AI (NEURAL NETWORKS) [PDF]
Objective: The objective of this study is to present the conditional CAPM model, discussing its relevance in light of criticisms of the static CAPM, with a focus on the greater security it provides to investors throughout the business cycle ...
Tambosi Filho, Elmo
core +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
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A note on CAPM betas under the carbon tax regime
, 2012 This paper studies the impact of factors that are external to firms and demonstrates that CAPM betas will be unaffected by such an external factor if the factor affects the equity return uniformly across the markets as a ...
Watanabe, Taiji
core +1 more source
Factor investing: A stock selection methodology for the European equity market. [PDF]
Heliyon, 2021 Bermejo R +3 more
europepmc +1 more source
Predictive and Contemporaneous Power of the Determinants of Stock Liquidity. [PDF]
Front Psychol, 2022 Xie L, Jin Y, Mo C.
europepmc +1 more source
Methods of ex vivo analysis of tissue status in vascularized composite allografts. [PDF]
J Transl Med, 2023 Ton C +7 more
europepmc +1 more source
A Test of International CAPM [PDF]
We propose and implement a Wald test of the international capital asset pricing model. Ex post asset returns are regressed on asset supplies. CAPM requires that the matrix of coefficients from a regression of n rates of return on n asset supply shares be
Anthony P. Rodrigues, Charles Engel
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