Results 81 to 90 of about 814,744 (145)

An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector

, 2012
In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. The study also aims at exploring whether the CAPM is applicable in DSE.
Mustafa, Adli, Kamil, Anton Abdulbasah, Baten, Md Azizul, Hasan, Md Zobaer   +3 more
core   +1 more source

A Cross Section of Equity Returns: The No-Arbitrage Test [PDF]

We propose a new test based on the no-arbitrage condition that compares cross-sectional variation in equity returns to the cross-sectional variation in their conditional covariance with the discount factors.
Peter N. Smith, Michael R. Wickens, Pongrapeeporn Abhakorn   +2 more
core  

A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]

BMC Health Serv Res
Zuniga-Jara S, Ruiz-Campo S, Soria-Barreto K.   +2 more
europepmc   +1 more source

The Impact of Digital Currency Innovation: Risk Spillover Effects Between the Cryptocurrency and Traditional Financial Markets. [PDF]

Entropy (Basel)
Zhuang L, Liu Y.
europepmc   +1 more source

Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index. [PDF]

PLoS One, 2022
Lim SY, Choi SY.
europepmc   +1 more source

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

Investors' exit timing of PPP projects based on escalation of commitment. [PDF]

PLoS One, 2021
Wang Y, Chen J, Liu J, Zhou C.
europepmc   +1 more source

Cross-section without factors: a string model for expected returns. [PDF]

Quant Finance
Distaso W, Mele A, Vilkov G.
europepmc   +1 more source

Covid-19 and smart beta: A case study on the role of sectors. [PDF]

Financ Mark Portf Mang, 2021
Hasaj M, Scherer B.
europepmc   +1 more source

Unternehmensbewertung mit dem Nachsteuer-CAPM? [PDF]

In jüngerer Zeit verwenden Teile der Literatur das auf Brennan zurückgehende Nachsteuer- CAPM, um Unternehmenswerte nach (differenzierten) persönlichen Steuern zu bestimmen.
Wiese, Jörg
core