Works matching DE "CAPITAL assets pricing model"

Results: 2211

Realized semibetas in the Australian stock market.

Published in:

Applied Economics, 2025, v. 57, n. 26, p. 3572, doi. 10.1080/00036846.2024.2337809

By:

Li, Jinze;
Li, Bin;
Su, Jen-Je

Publication type:

Article

Stock Market Reaction to Integrated Reports.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2025, v. 28, n. 1, p. 1, doi. 10.1142/S0219091525500043

By:

Dilling, Petra F. A.;
Caykoylu, Sinan

Publication type:

Article

Robustness Study of Unit Elasticity of Intertemporal Substitution Assumption and Preference Misspecification.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 10, p. 1593, doi. 10.3390/math13101593

By:

Jing, Huarui

Publication type:

Article

CAN THE SEC MANDATE DISCLOSURES THAT CONTAIN BOTH FINANCIAL AND SOCIAL INFORMATION? THE CASE OF HUMAN CAPITAL MANAGEMENT DISCLOSURES.

Published in:

Southwestern Law Review, 2025, v. 54, n. 1, p. 24

By:

Corrigan, Patrick M.

Publication type:

Article

Der Wirtschaftschemiker: Vertrauen in Mitmenschen lohnt sich.

Published in:

Nachrichten aus der Chemie, 2025, v. 73, n. 6, p. 45, doi. 10.1002/nadc.20254151659

By:

Albach, Rolf

Publication type:

Article

Determinants of Stock Splits' Ex-Date Returns: Empirical Evidence from Indonesian Stock Market.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2020, v. 28, n. 2, p. 1539

By:

Hendra, Edwin;
Handoko, Bambang Leo;
Ariyanto, Stefanus

Publication type:

Article

Are large banks less risky?

Published in:

Service Industries Journal, 2011, v. 31, n. 13, p. 2111, doi. 10.1080/02642069.2010.503877

By:

Chen, Chun-Nan;
Li, Ming-YuanLeon;
Chou, Yi;
Chen, Li-Ling;
Liou, Wan-Ru

Publication type:

Article

Valuation of venture capital investments: empirical evidence.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00211

By:

Seppä, Tuukka J.;
Laamanen, Tomi

Publication type:

Article

Why Investors Want Risk.

Published in:

Decision Analysis, 2025, v. 22, n. 1, p. 14, doi. 10.1287/deca.2024.0206

By:

Johnstone, David;
Lin, Yan-Xia

Publication type:

Article

Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation.

Published in:

Decision Analysis, 2017, v. 14, n. 2, p. 126, doi. 10.1287/deca.2017.0348

By:

Johnstone, David

Publication type:

Article

TAX-EXEMPT PROPERTY, TAX CAPITALIZATION, AND THE CUMULATIVE-URBAN-DECAY HYPOTHESIS.

Published in:

Public Administration, 1981, v. 59, n. 2, p. 185

By:

McEachern, William A.

Publication type:

Article

THE LEASE VERSUS PURCHASE DECISION IN THE PUBLIC SECTOR.

Published in:

Public Administration, 1981, v. 59, n. 2, p. 235

By:

Callahan, J.

Publication type:

Article

A News-Based Model for Pricing Equity Exchange-Traded Fund Holdings.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 1, p. 78, doi. 10.3905/jbis.2023.1.030

By:

Schmidt, Anatoly

Publication type:

Article

Harnessing the Power of Exchange-Traded Products for Commodity Exposure.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 1, p. 11, doi. 10.3905/jbis.2023.1.029

By:

McMillan, Benjamin;
Myers, Josh

Publication type:

Article

Measuring Sector Cyclicality: A Factor-Based Approach.

Published in:

Journal of Beta Investment Strategies, 2022, v. 13, n. 4, p. 147, doi. 10.3905/jbis.2022.1.014

By:

de Longis, Alessio;
Zanin, Daniel;
Ellis, Dianne

Publication type:

Article

COMPARATIVE ANALYSIS OF INVESTMENT RETURN CALCULATIONS BETWEEN SINGLE INDEX MODEL (SIM), CAPITAL ASSET PRICING MODEL (CAPM), AND ARBITRAGE PRICING THEORY (APT) IN 8 MINING COMPANY SECTORS.

Published in:

Eduvest: Journal Of Universal Studies, 2024, v. 4, n. 9, p. 7560

By:

Noviani, Dinda;
Natigor S., Dayan Hakim;
Sudaryo, Yoyo;
Sofiati, Nunung Ayu;
Sajekti, Tjipto

Publication type:

Article

PREDICTION OF STOCK PRICES USING CAPITAL ASSET PRICING MODEL IN NIGERIAN STOCK MARKET.

Published in:

Journal of Developing Economies (JDE), 2023, v. 8, n. 1, p. 80, doi. 10.20473/jde.v8i1.42956

By:

Jabbi, Muhammed Lamin;
Suhardianto, Novrys

Publication type:

Article

Impacts of Crude Oil Price Changes on Capital Market Indexes: Empirical Evidence from Comparing Tehran Securities Exchange with Tadawul Exchange.

Published in:

Petroleum Business Review (PBR), 2024, v. 8, n. 2, p. 19, doi. 10.22050/pbr.2023.390456.1294

By:

Akbarzadeh, Alireza;
Shahdani, Mahdi Sadegh;
Jaimand, Kamyar

Publication type:

Article

CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK.

Published in:

Manchester School (1463-6786), 2005, v. 73, n. 3, p. 343, doi. 10.1111/j.1467-9957.2005.00450.x

By:

Hyde, Stuart;
Sherif, Mohamed

Publication type:

Article

Evaluating the Financial Performance of Timberland Investments in the United States.

Published in:

Forest Science, 2010, v. 56, n. 5, p. 421, doi. 10.1093/forestscience/56.5.421

By:

Mei, Bin;
Clutter, Michael L.

Publication type:

Article

Investments in Timberland and Softwood Timber as Parts of Portfolio Selection in the United States: A Cointegration Analysis and Capital Asset Pricing Model.

Published in:

Forest Science, 2009, v. 55, n. 6, p. 471, doi. 10.1093/forestscience/55.6.471

By:

Xianchun Liao;
Yaoqi Zhang;
Changyou Sun

Publication type:

Article

The Return Performance of Cubic Market Model: An Application to Emerging Markets.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 10, p. 2233, doi. 10.1080/1540496X.2016.1251902

By:

Mora-Valencia, Andrés;
Perote, Javier;
Arias, José Elías Tobar

Publication type:

Article

A Strategic Asset Pricing Model for Relative Performance Concern.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1764, doi. 10.1080/1540496X.2016.1195255

By:

Yu, Jianfeng;
Xu, Weidong

Publication type:

Article

Reverse-Engineering and Real Options–Adjusted CAPM in the Taiwan Stock Market.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 3, p. 670, doi. 10.1080/1540496X.2016.1193484

By:

Wang, Ching-Ping;
Huang, Hung-Hsi;
Hu, Jin-Sheng

Publication type:

Article

The Impact of Single Stock Futures on Market Efficiency and Volatility: A Dynamic CAPM Approach.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 2, p. 339, doi. 10.1080/1540496X.2016.1210507

By:

Malik, Imran Riaz;
Shah, Attaullah

Publication type:

Article

Long-Run Performance Persistence of Investment Funds.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 8, p. 1813, doi. 10.1080/1540496X.2015.1069134

By:

Urbański, Stanisław;
Winiarz, Maciej;
Urbański, Kacper

Publication type:

Article

The Three-Factor Model and Size and Value Premiums in China’s Stock Market.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 5, p. 1092, doi. 10.1080/1540496X.2016.1143250

By:

Xie, Shiqing;
Qu, Qiuying

Publication type:

Article

Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India.

Published in:

2016

By:

Demir, Ender;
Fung, Ka Wai Terence;
Lu, Zhou

Publication type:

Case Study

Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 747, doi. 10.1080/1540496X.2015.1046346

By:

Yayvak, Berk;
Akdeniz, Levent;
Altay-Salih, Aslihan

Publication type:

Article

Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, p. 77, doi. 10.2753/REE1540-496X5003S305

By:

Kwan, Yum K.;
Dong, Jinyue

Publication type:

Article

Oil Risk and Asset Returns: Evidence from Emerging Markets in the Middle East.

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, p. 169, doi. 10.2753/REE1540-496X5003S310

By:

Nikkinen, Jussi;
Saleem, Kashif;
Martikainen, Minna;
Omran, Mohammed

Publication type:

Article

Investor SAD Sentiment and Stock Returns in Taiwan.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 40, doi. 10.2753/REE1540-496X48S203

By:

Wang, Ching-Ping;
Huang, Hung-Hsi;
Chen, Yong-Wei

Publication type:

Article

Momentum and Contrarian Profits Corresponding to the Coincident Economic Indicator on the Taiwan Stock Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 29, doi. 10.2753/REE1540-496X4801S103

By:

Wang, Ching-Ping;
Huang, Hung-Hsi;
Huang, Chi-Chung

Publication type:

Article

Does the Conditional CAPM Work? Evidence from the Istanbul Stock Exchange.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 4, p. 28, doi. 10.2753/REE1540-496X470402

By:

Yalçın, Atakan;
Ersşahin, Nuri

Publication type:

Article

FIVE RISK FACTORS MODEL: PRICING SECTORAL PORTFOLIOS IN THE BRAZILIAN STOCK MARKET.

Published in:

Revista Catarinense da Ciência Contábil, 2017, v. 16, n. 48, p. 81, doi. 10.16930/2237-7662/rccc.v16n48.2376

By:

MATHEUS DUARTE VALENTE VIEIRA;
VINICIUS MOTHÉ MAIA;
MARCELO CABÚS KLOTZLE;
ANTONIO CARLOS FIGUEIREDO

Publication type:

Article

Social Finance and the Postmodern Portfolio: Theory and Practice.

Published in:

Journal of Wealth Management, 2016, v. 18, n. 4, p. 9, doi. 10.3905/jwm.2016.18.4.009

By:

COOPER, LISETTE;
EVNINE, JEREMY;
FINKELMAN, JEFF;
HUNTINGTON, KATE;
LYNCH, DAVID

Publication type:

Article

Sector Rotation with Macroeconomic Factors.

Published in:

Journal of Wealth Management, 2015, v. 18, n. 1, p. 54, doi. 10.3905/jwm.2015.18.1.054

By:

CHONG, JAMES;
PHILLIPS, G. MICHAEL

Publication type:

Article

Modern Portfolio Optimization: A Practical Approach Using an Excel Solver Single-Index Model.

Published in:

Journal of Wealth Management, 2007, v. 10, n. 1, p. 60, doi. 10.3905/jwm.2007.684880

By:

Grover, Jeff;
Lavin, Angeline M.

Publication type:

Article

Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2023.2299609

By:

Solibakke, Per Bjarte

Publication type:

Article

Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2252652

By:

Maharani, Astrid;
Narsa, I Made

Publication type:

Article

Does financial integration impact performance of equity anomalies?

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2111802

By:

Sharma, Gagan;
Sehgal, Sanjay;
Mishra, Anil V.

Publication type:

Article

The predictive performance of liquidity risk.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1966194

By:

Ma, Xiuli;
Zhang, Xindong

Publication type:

Article

Abnormal returns and idiosyncratic volatility puzzle: An empirical investigation in Vietnam stock market.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1735196

By:

Vo, Xuan Vinh;
Vo, Van Phong;
Nguyen, Thanh Phuc;
McMillan, David

Publication type:

Article

Mutual fund performance in changing economic conditions: Evidence from an emerging economy.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1687072

By:

Agarwal, Pankaj K;
Pradhan, H. K.;
McMillan, David

Publication type:

Article

Macroeconomic surprises and stock market responses—A study on Indian stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1598248

By:

Pal, Santanu;
Garg, Ajay K;
Tokic, Damir

Publication type:

Article

Liquidity-adjusted CAPM — An empirical analysis on Indian stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1573471

By:

Kumar, Gaurav;
Misra, Arun Kumar;
McMillan, David

Publication type:

Article

Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1600233

By:

Rupande, Lorraine;
Muguto, Hilary Tinotenda;
Muzindutsi, Paul-Francois;
Yang, Zhaojun

Publication type:

Article

CAPM with various utility functions: Theoretical developments and application to international data.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1343230

By:

Bedoui, Rihab;
BenMabrouk, Houda;
McMillan, David

Publication type:

Article

A look at the actual cost of capital of US firms.

Published in:

Cogent Economics & Finance, 2016, v. 4, n. 1, p. N.PAG, doi. 10.1080/23322039.2016.1233628

By:

Moore, David J.

Publication type:

Article

Overreaction of Dow stocks.

Published in:

Cogent Economics & Finance, 2016, v. 4, n. 1, p. N.PAG, doi. 10.1080/23322039.2016.1251831

By:

Smith, Gary;
McMillan, David

Publication type:

Article