APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20 [PDF]
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2017 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
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Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [PDF]
Journal of Asset Management and Financing, 2020 The stock market of each country, in addition to reflecting its economic structure, is considered as an important source of capital Circulation of that country.
nemat rastgoo, Hossein panahian
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NILAI-NILAI FUNDAMENTAL DAN PENGARUHNYA TERHADAP BETA SAHAM SYARIAH PADA JAKARTA ISLAMIC INDEKS
Ekuitas: Jurnal Ekonomi dan Keuangan, 2018 The objective of this research is to examine influenced fundamental variables (leverage, earnings variability, accounting beta, earnings per share, price earnings ratio, price book value, dividend yield, and trading volume) on syariah stock beta as proxy
Fidiana Fidiana
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Survey on Relationship between Intellectual Capital and Variables Influencing on Investors Decision of the Companies Listed in Tehran Stock Exchange [PDF]
مطالعات تجربی حسابداری مالی, 2016 In capital market, Investors, decision process is affected by acombination of financial and nonfinancial information, but theinformation that companies disclose to capital market, focusses onfinancial aspects and includes less information about ...
M. H. Ebrahimi Sarveolia, J. Jahanshahi
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Return-Risk Tandem, Decisive Factor in Taking the Financial Decision [PDF]
Ovidius University Annals: Economic Sciences Series, 2020 The meaning of any economic activity is to obtain the maximum possible value, under any conditions of economic environment. The development of the economic act in the presence of risks of different nature, leads, depending on how they are managed, to ...
Costică Vlad
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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 +2 more
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Methodological aspects of evaluating a company’s investment attractiveness
RUDN Journal of Economics, 2021 The actual problems of choosing tools for risk assessment and predicted profitability (attractiveness) of an investment object are studied. There is a close relationship between the financial multipliers DIV/FCF, P/E Shiller, EV/EBITDA and risk ...
Yulia V. Nemtseva +1 more
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Market perception of bank risk and securitization in Spain
Journal of Business Economics and Management, 2016 This paper examines the systematic risk in those banks that participated as issuers of securitization transactions in the Spanish market. Using event study methodol- ogy and allowing systematic risk to change gradually within the event window, this paper
Ana Iglesias-Casal +3 more
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APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2016 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
doaj +8 more sources
Measuring the Performance of Leveraged and Non‑Leveraged ETF’s
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 This paper deals with exchange traded funds (ETFs) and valuation it’s performance according to selected indicators. For empirical analysis 10 leveraged and non‑leveraged ETFs listed on US market is chosen according to selected criterias (adequate history
Martin Širůček +2 more
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