Results 11 to 20 of about 124,999 (265)
The Value of Intermediation in the Stock Market [PDF]
SSRN Electronic Journal, 2019 Brokers play a critical role in intermediating institutional transactions in the stock market. Despite the importance of brokers, we have limited information on what drives investors’ choices among them. We develop and estimate an empirical model of broker choice that allows us to quantitatively examine each investor’s responsiveness to execution costs,
Di Maggio, M, Egan, M, Franzoni, F
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Does a search attention index explain portfolio returns in India?
Borsa Istanbul Review, 2022 Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI) explains the variation in the weekly excess return of stocks.
Munusamy Dharani +3 more
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Wacana: Jurnal Sosial dan Humaniora, 2023 This study aims to determine the stocks incorporated in the IDX30, BISNIS27, and INVESTOR33 indexes that form an optimal portfolio based on a single index model and Alpha Jensen to measure portfolio performance.
Arinda Sasmita Rahma +2 more
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E-Jurnal Matematika, 2021 CAPM is a method of determining efficient or inefficient stocks based on the differences between individual returns and expected returns based on the CAPM’s positive value for efficient and negative value for inefficient stocks.
ICHA WINDA DIAN SAFIRA +2 more
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The Real Value of China's Stock Market [PDF]
SSRN Electronic Journal, 2014 Abstract What capital allocation role can China’s stock market play? Counter to perception, stock prices in China have become as informative about future profits as they are in the US. This rise in stock price informativeness has coincided with an increase in investment efficiency among privately owned firms, suggesting the market is aggregating ...
Jennifer N. Carpenter +2 more
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The value premium and uncertainty: An approach by support vector regression algorithm
Cogent Economics & Finance, 2023 Risk premium plays an important role in stock investing. Experiments have shown that value stocks typically have a higher average return than growth stocks; however, this effect persists indefinitely, even disappearing in some stages.
Bui Thanh Khoa, Tran Trong Huynh
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An investment decision-making model to predict the risk and return in stock market: An Application of ARIMA-GJR-GARCH [PDF]
Decision Science Letters, 2022 In deciding to invest in stocks traded in the capital market, investors need to predict which stocks provide the prospect of return and the risks to be faced.
Rizki Apriva Hidayana +2 more
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Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab
Jambura Journal of Mathematics, 2023 Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at ...
Lindrawati Abdjul +5 more
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Graham's Formula for Valuing Growth Stocks [PDF]
SSRN Electronic Journal, 2020 9 pages, 5 ...
Aigner, Andreas A., Schrabmair, Walter
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The Effect of Financial Distress Risk on Size and Value Effects [PDF]
راهبرد مدیریت مالی, 2015 Size effect and value effect have been considered as two importantfactors affecting stock returns over the last few decades in a way that stocks of smaller firms have higher returns than those of larger firms and that the stocks of firms with high book ...
Seyed Abbas Hashemi, Foad Miraki
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