Works matching Capital assets pricing model

Results: 2837

Possible Explanations of No-Synergy Mergers and Small Firm Effect by the Generalized Capital Asset Pricing Model.

Published in:

Review of Quantitative Finance & Accounting, 1991, v. 1, n. 1, p. 101, doi. 10.1007/BF02408409

By:

Levy, Haim

Publication type:

Article

Whether Capital Asset Pricing Model Matters: Pakistani Banking Sector.

Published in:

Journal of Managerial Sciences, 2020, v. 14, p. 44

By:

Kayani, Umar Nawaz;
Hussain, Syed Bashir;
Nawaz, Sumaira

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

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

Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter.

Published in:

Fractal & Fractional, 2023, v. 7, n. 1, p. 85, doi. 10.3390/fractalfract7010085

By:

Lee, Minhyuk;
Cho, Younghwan;
Ock, Seung Eun;
Song, Jae Wook

Publication type:

Article

PAGRINDINIO KAPITALO KAINOS MODELIS IR JO TOBULINIMO GALIMYBĖS.

Published in:

Economics & Management, 2007, p. 202

By:

Keršytė, Agnė;
Keršienė, Reda

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

Using the Capital Asset Pricing Model in Information Security Investments.

Published in:

eLearning & Software for Education, 2019, v. 4, p. 39, doi. 10.12753/2066-026X-18-220

By:

MOSOIU, Ovidiu;
CIOACA, Catalin;
BĂLĂCEANU, Ion

Publication type:

Article

Using the Capital Asset Pricing Model in Information Security Investments.

Published in:

eLearning & Software for Education, 2018, v. 4, p. 39, doi. 10.12753/2066-026X-18-220

By:

MOSOIU, Ovidiu;
CIOACA, Catalin;
BĂLĂCEANU, Ion

Publication type:

Article

Capital asset pricing model in Portugal: Evidence from fractal regressions.

Published in:

Portuguese Economic Journal, 2018, v. 17, n. 3, p. 173, doi. 10.1007/s10258-018-0145-5

By:

Kristoufek, Ladislav;
Ferreira, Paulo

Publication type:

Article

Testing Capital Asset Pricing Model on KSE Stocks.

Published in:

Journal of Managerial Sciences, 2013, v. 7, n. 2, p. 281

By:

Shaikh, Salman Ahmed

Publication type:

Article

Sermaye Varlıkları Fiyatlama Modeli Kullanılarak Risk ve Getiri Tahmini Yapılması: BİST Sağlık Hizmetleri Sektöründe Ampirik Bir Uygulama.

Published in:

Journal of Business Research-Turk / Isletme Arastirmalari Dergisi, 2024, v. 16, n. 3, p. 1420, doi. 10.20491/isarder.2024.1864

By:

KAHRAMAN, Yunus Emre

Publication type:

Article

Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model.

Published in:

Statistical Papers, 2019, v. 60, n. 1, p. 293, doi. 10.1007/s00362-016-0838-8

By:

Galea, Manuel;
Giménez, Patricia

Publication type:

Article

Analysis of Capital Asset Pricing Models: Evidence from the Bank Sector on the Indonesia Stock Exchange (IDX).

Published in:

BES Journal: International Journal of Business & Economic Studies, 2023, v. 5, n. 1, p. 1, doi. 10.54821/uiecd.1242635

By:

ROSDIANA, Rosdiana

Publication type:

Article

The Current and Expected Pricing Markup as Derived from the Capital Asset Pricing Model and Tobin's Q and Applied to the UK's FTSE 100.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 3, p. 127, doi. 10.3390/jrfm17030127

By:

Hackworth, Paul

Publication type:

Article

The Six Decades of the Capital Asset Pricing Model: A Research Agenda.

Published in:

Journal of Risk & Financial Management, 2023, v. 16, n. 8, p. 356, doi. 10.3390/jrfm16080356

By:

Kumar, Santosh;
Kumar, Ankit;
Singh, Kamred Udham;
Patra, Sujit Kumar

Publication type:

Article

Robust Inference in the Capital Asset Pricing Model Using the Multivariate t-Distribution.

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 6, p. 1, doi. 10.3390/jrfm13060123

By:

Galea, Manuel;
Cademartori, David;
Curci, Roberto;
Molina, Alonso

Publication type:

Article

Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models.

Published in:

Annals of Operations Research, 2022, v. 311, n. 2, p. 1203, doi. 10.1007/s10479-020-03649-x

By:

Qi, Yue

Publication type:

Article

Estimating cost of equity in project discount rates using the capital asset pricing model and Gordon’s wealth growth model.

Published in:

International Journal of Mining, Reclamation & Environment, 2016, v. 30, n. 5/6, p. 390, doi. 10.1080/17480930.2015.1093675

By:

Nhleko, A.S.;
Musingwini, C.

Publication type:

Article

The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha.

Published in:

Management Science, 2021, v. 67, n. 6, p. 3655, doi. 10.1287/mnsc.2020.3635

By:

Horenstein, Alex R.

Publication type:

Article

Investment Decision Using Capital Asset Pricing Model.

Published in:

Emerging Economies Cases Journal, 2022, v. 4, n. 1, p. 44, doi. 10.1177/25166042221115240

By:

Nalini, G. S.;
Paldon, Trinley

Publication type:

Article

The Capital Asset Pricing Model and the Efficient Markets Hypothesis: The Compelling Fairy Tale of Contemporary Financial Economics.

Published in:

International Journal of Political Economy, 2018, v. 47, n. 3/4, p. 225, doi. 10.1080/08911916.2018.1517462

By:

O'Sullivan, Patrick

Publication type:

Article

Theoretically Scrutinizing Kinks on Efficient Frontiers and Computationally Reporting Nonexistence of the Tangent Portfolio for the Capital Asset Pricing Model by Parametric-Quadratic Programming.

Published in:

Asia-Pacific Journal of Operational Research, 2024, v. 41, n. 2, p. 1, doi. 10.1142/S0217595923500124

By:

Qi, Yue;
Zhang, Yu;
Zhang, Su

Publication type:

Article

An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 1, p. 41, doi. 10.3390/math13010041

By:

Zhao, Bohan;
Yin, Hong;
Long, Yonghong

Publication type:

Article

Analytical Shortcuts to Multiple-Objective Portfolio Optimization: Investigating the Non-Negativeness of Portfolio Weight Vectors of Equality-Constraint-Only Models and Implications for Capital Asset Pricing Models.

Published in:

Mathematics (2227-7390), 2024, v. 12, n. 24, p. 3946, doi. 10.3390/math12243946

By:

Qi, Yue;
Wang, Yue;
Huang, Jianing;
Zhang, Yushu

Publication type:

Article

Modelo de valoración de activos financieros (CAPM) y teoría de valoración por arbitraje (APT): Un test empírico en las empresas del sector eléctrico brasileño.

Published in:

Cuadernos de Contabilidad, 2013, v. 14, n. 35, p. 731

By:

de Sousa Santana, Fernando

Publication type:

Article

Use and limits in project finance of the capital asset pricing model: overview of highway projects.

Published in:

European Journal of Transport & Infrastructure Research, 2018, v. 18, n. 4, p. 555

By:

Sarmento, Joaquim Miranda;
Oliveira, Miguel

Publication type:

Article

MEASLTUNG WEALTH GENERATION IN EARLY-STAGE ENTREPRENEURIAL ORGANIZATIONS: AN ALTERNATIVE TO THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Small Business Strategy, 2008, v. 19, n. 2, p. 51

By:

Fiore, Robert A.;
Lussier, Robert N.

Publication type:

Article

Bayesian outlier detection in Capital Asset Pricing Model.

Published in:

Statistical Modelling: An International Journal, 2010, v. 10, n. 4, p. 375, doi. 10.1177/1471082X0901000402

By:

De Giuli, Maria Elena;
Maggi, Mario Alessandro;
Tarantola, Claudia

Publication type:

Article

Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model.

Published in:

Accounting & Finance, 2010, v. 50, n. 1, p. 143, doi. 10.1111/j.1467-629X.2009.00314.x

By:

Karathanasis, George;
Kassimatis, Konstantinos;
Spyrou, Spyros

Publication type:

Article

Capital gains tax and the capital asset pricing model.

Published in:

Accounting & Finance, 2003, v. 43, n. 2, p. 187, doi. 10.1111/1467-629X.00088

By:

Lally, Martin;
van Zijl, Tony

Publication type:

Article

THE IMPORTANCE OF INVESTMENT DECISIONS USING THE CAPITAL ASSET PRICING MODEL (CAPM) IN HEALTHCARE PROVIDER COMPANY.

Published in:

Journal of Comprehensive Science (JCS), 2023, v. 2, n. 7, p. 2010

By:

Adi, Tri Sutrisno

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1529

By:

Samuelson, Paul A.

Publication type:

Article

Optimum Portfolio and Capital Asset Pricing Model for Equity Market.

Published in:

Mysore Journal of Agricultural Sciences, 2023, v. 57, n. 1, p. 318

By:

IRFAN, SHAIK MOHAMMAD;
GRACY, C. P.;
GANAPATHY, M. S.;
SIDDAYYA;
GADDI, G. M.;
SHARIF, AND MAHIN

Publication type:

Article

CORPORATE GOVERNANCE AND CAPITAL ASSET PRICING MODELS.

Published in:

RAM. Mackenzie Management Review / RAM. Revista de Administração Mackenzie, 2020, v. 21, n. 2, p. 1, doi. 10.1590/1678-6971/eRAMF200010

By:

GANZ, ALYNE C. S.;
SCHLOTEFELDT, JOSIANE O.;
RODRIGUES JUNIOR, MOACIR M.

Publication type:

Article

Beta lives - some statistical perspectives on the capital asset pricing model.

Published in:

European Journal of Finance, 1999, v. 5, n. 3, p. 213, doi. 10.1080/135184799337055

By:

Adcock, C. J.;
Clark, E. A.

Publication type:

Article

FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER.

Published in:

Gümüshane University Electronic Journal of the Institute of Social Science / Gümüshane Üniversitesi Sosyal Bilimler Enstitüsü Elektronik Dergisi, 2013, v. 4, n. 8, p. 180

By:

BANK, Semra;
DAĞLI, Hüseyin

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

Consumption Oriented Capital Asset Pricing Model and Capital Asset Pricing Model in the Nigerian Capital Market: A Comparative Study.

Published in:

Journal of Commerce (22206043), 2014, v. 6, n. 3, p. 1

By:

Idolor, Eseoghene Joseph

Publication type:

Article

Anchoring-Adjusted Capital Asset Pricing Model.

Published in:

Journal of Behavioral Finance, 2018, v. 19, n. 3, p. 249, doi. 10.1080/15427560.2018.1378218

By:

Siddiqi, Hammad

Publication type:

Article

IS THE MEAN GINI CAPITAL ASSET PRICING MODEL TESTABLE?

Published in:

Journal of Business Finance & Accounting, 1992, v. 19, n. 2, p. 271, doi. 10.1111/j.1468-5957.1992.tb00624.x

By:

Okunev, John

Publication type:

Article

MARKET BEHAVIOR AND THE CAPITAL ASSET PRICING MODEL IN THE SECURITIES EXCHANGE OF THAILAND: AN EMPIRICAL APPLICATION.

Published in:

Journal of Business Finance & Accounting, 1985, v. 12, n. 3, p. 439, doi. 10.1111/j.1468-5957.1985.tb00845.x

By:

Sareewiwatthana, Paiboon;
Malone, R. Phil

Publication type:

Article

A NOTE ON VARIABLE TRANSACTIONS COSTS, THE CAPITAL ASSET PRICING MODEL AND THE CORPORATE DIVIDEND DECISION.

Published in:

Journal of Business Finance & Accounting, 1979, v. 6, n. 1, p. 9, doi. 10.1111/j.1468-5957.1979.tb01065.x

By:

Theobald, Michael

Publication type:

Article

An Alternative Test of the Capital Asset Pricing Model: Reply.

Published in:

American Economic Review, 1982, v. 72, n. 5, p. 1201

By:

Cheng, Pao L.;
Grauer, Robert R.

Publication type:

Article

An Alternative Test of the capital Asset Pricing Model: Comment.

Published in:

American Economic Review, 1982, v. 72, n. 5, p. 1196

By:

Sweeney, R. J.

Publication type:

Article

An Alternative Test of the Capital Asset Pricing Model: Comment.

Published in:

American Economic Review, 1982, v. 72, n. 5, p. 1194

By:

Turnbull, Stuart M.;
Winter, Ralph A.

Publication type:

Article

An Alternative Test of the Capital Asset Pricing Model.

Published in:

American Economic Review, 1980, v. 70, n. 4, p. 660

By:

Cheng, Pao L.;
Grauer, Robert R.

Publication type:

Article

The evolution of capital asset pricing models.

Published in:

Review of Quantitative Finance & Accounting, 2014, v. 42, n. 3, p. 415, doi. 10.1007/s11156-013-0348-x

By:

Shih, Yi-Cheng;
Chen, Sheng-Syan;
Lee, Cheng-Few;
Chen, Po-Jung

Publication type:

Article

A CRITICAL EVALUATION OF THE MEASUREMENT OF CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL .

Published in:

Review of Economics & Statistics, 1979, v. 61, n. 2, p. 292, doi. 10.2307/1924598

By:

Brenner, Menachem;
Downes, David H.

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL AND THE INVESTMENT HORIZON.

Published in:

Review of Economics & Statistics, 1977, v. 59, n. 1, p. 92, doi. 10.2307/1924908

By:

Levhari, David;
Levy, Haim

Publication type:

Article