Works matching DE "ARBITRAGE pricing theory"
Results: 117
Are grain markets in Niger driven by speculation?
- Published in:
- Oxford Economic Papers, 2016, v. 68, n. 3, p. 714, doi. 10.1093/oep/gpw012
- By:
- Publication type:
- Article
CALCULATING EXPECTED STOCK RETURN USING ARBITRAGE PRICING THEORY MODEL AND ANALYZING INDEPENDENT VARIABLES THAT AFFECT STOCK EXPECTED RETURN (ANALYSIS CONDUCTED ON KOMPAS100 STOCK ISSUERS FOR THE PERIOD 2020 - 2022).
- Published in:
- Journal Research of Social Science, Economics & Management, 2023, v. 2, n. 9, p. 2023, doi. 10.59141/jrssem.v2i09.432
- By:
- Publication type:
- Article
COMBINING LOCAL AND GLOBAL MARKETS IN ASSET PRICING IN EMERGING MARKETS: EVIDENCE FROM THREE BRICS NATIONS.
- Published in:
- Journal of Developing Areas, 2015, v. 49, n. 3, p. 365, doi. 10.1353/jda.2015.0167
- By:
- Publication type:
- Article
Macroeconomic vs. Statistical APT Approach in the Athens Stock Exchange.
- Published in:
- International Journal of Business, 2012, v. 17, n. 1, p. 39
- By:
- Publication type:
- Article
The Impact of the Last Two Presidential Periods on the Performance of the Indonesia Stock Exchanges: An Approach of Arbitrage Pricing Theory.
- Published in:
- Contemporary Economics, 2024, v. 18, n. 3, p. 301, doi. 10.5709/ce.1897-9254.539
- By:
- Publication type:
- Article
A combinatorial optimization model for enterprise patent transfer.
- Published in:
- Information Technology & Management, 2015, v. 16, n. 4, p. 327, doi. 10.1007/s10799-014-0207-z
- By:
- Publication type:
- Article
A Combined Approach to the Inference of Conditional Factor Models.
- Published in:
- Journal of Business & Economic Statistics, 2015, v. 33, n. 2, p. 203, doi. 10.1080/07350015.2014.940082
- By:
- Publication type:
- Article
Sectoral Application of Asset Pricing Models on the Nigerian Stock Exchange: A Comparative Approach.
- Published in:
- Acta Universitatis Danubius: Œconomica, 2019, v. 15, n. 3, p. 404
- By:
- Publication type:
- Article
Do Spot Prices Move towards Futures Prices? A Study on Crude Oil Market.
- Published in:
- Acta Universitatis Danubius: Œconomica, 2012, v. 8, n. 5, p. 166
- By:
- Publication type:
- Article
Financial integration and the term structure of interest rates.
- Published in:
- Empirical Economics, 2013, v. 45, n. 3, p. 1267, doi. 10.1007/s00181-012-0652-7
- By:
- Publication type:
- Article
Popularity and Asset Pricing.
- Published in:
- Journal of Investing, 2017, v. 26, n. 1, p. 46, doi. 10.3905/joi.2017.26.1.046
- By:
- Publication type:
- Article
Beyond CAPM: an innovative factor model to optimize the risk and return trade-off.
- Published in:
- Journal of Business Economics & Management, 2014, v. 15, n. 4, p. 615, doi. 10.3846/16111699.2013.770789
- By:
- Publication type:
- Article
A Note on Interaction between Financial Markets.
- Published in:
- Asia-Pacific Financial Markets, 2000, v. 7, n. 2, p. 179, doi. 10.1023/A:1010026032246
- By:
- Publication type:
- Article
Arbitraj Fiyatlama Teorisinin Türkiye ekonomisinde geçerliliği: Küresel ekonomik kriz bağlamında ampirik bir analiz.
- Published in:
- Gazi Journal of Economics & Business, 2020, v. 6, n. 2, p. 179, doi. 10.30855/gjeb.2020.6.2.006
- By:
- Publication type:
- Article
Empirical Analysis of the Relationship Between Macroeconimic Factors and Stock Returns in Nigeria.
- Published in:
- Journal of Accounting & Management (2284-9459), 2018, v. 8, n. 3, p. 7
- By:
- Publication type:
- Article
Relativistic Option Pricing.
- Published in:
- International Journal of Financial Studies, 2021, v. 9, n. 2, p. 32, doi. 10.3390/ijfs9020032
- By:
- Publication type:
- Article
Nonlinear dependencies in the Fama and French three-factor model.
- Published in:
- Investment Analysts Journal, 2023, v. 52, n. 2, p. 106, doi. 10.1080/10293523.2023.2179162
- By:
- Publication type:
- Article
The pricing formula of multi-stage causal compound option.
- Published in:
- Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2012, v. 25, n. 2, p. 188
- By:
- Publication type:
- Article
Weak time-derivatives and no-arbitrage pricing.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 4, p. 1007, doi. 10.1007/s00780-018-0371-9
- By:
- Publication type:
- Article
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization.
- Published in:
- Computational Intelligence & Neuroscience, 2020, p. 1, doi. 10.1155/2020/8834162
- By:
- Publication type:
- Article
STICKY CONTINUOUS PROCESSES HAVE CONSISTENT PRICE SYSTEMS.
- Published in:
- Journal of Applied Probability, 2015, v. 52, n. 2, p. 586, doi. 10.1239/jap/1437658617
- By:
- Publication type:
- Article
Forecasting risk and return of listed real estate:: A simulation approach with geometric Brownian motion for the German stock market.
- Published in:
- Zeitschrift für Immobilienökonomie, 2024, v. 10, n. 1/2, p. 1, doi. 10.1365/s41056-024-00070-4
- By:
- Publication type:
- Article
Internationalisation of SMEs -- A framework to determine their cost of equity capital.
- Published in:
- International Journal of Management Cases, 2020, v. 22, n. 1, p. 54
- By:
- Publication type:
- Article
A Influência das Condições do Mercado Acionário e da Política Monetária no Comportamento dos Indicadores de Risco Tamanho, Índice Book-to-market e Momento, no Mercado Acionário Brasileiro.
- Published in:
- Revista de Ciências da Administração, 2011, v. 13, n. 29, p. 152, doi. 10.5007/2175-8077.2011v13n29p152
- By:
- Publication type:
- Article
The market efficiency analysis of China's copper options based on risk-free arbitrages.
- Published in:
- Applied Economics, 2024, v. 56, n. 15, p. 1834, doi. 10.1080/00036846.2023.2301221
- By:
- Publication type:
- Article
Utilizarea comparată a modelelor CAPM şi APT în analizele bursiere.
- Published in:
- Romanian Statistical Review, 2013, n. Sup, p. 295
- By:
- Publication type:
- Article
The APT Model and its Applicability in Romania's Case.
- Published in:
- Romanian Statistical Review, 2012, n. Sup, p. 103
- By:
- Publication type:
- Article
MARKOWITZ PORTFOLIO AND THE BLUR OF HISTORY.
- Published in:
- International Journal of Theoretical & Applied Finance, 2020, v. 23, n. 05, p. N.PAG, doi. 10.1142/S0219024920500302
- By:
- Publication type:
- Article
ARBITRAGE PRICING THEORY IN ERGODIC MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 5, p. N.PAG, doi. 10.1142/S021902491850036X
- By:
- Publication type:
- Article
THE BRITISH ASSET-OR-NOTHING PUT OPTION.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 4, p. -1, doi. 10.1142/S0219024917500303
- By:
- Publication type:
- Article
BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 1, p. -1, doi. 10.1142/S0219024916500072
- By:
- Publication type:
- Article
COHERENT CHAOS INTEREST-RATE MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 3, p. -1, doi. 10.1142/S0219024915500168
- By:
- Publication type:
- Article
NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 3, p. -1, doi. 10.1142/S0219024915500211
- By:
- Publication type:
- Article
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 8, p. -1, doi. 10.1142/S0219024912500549
- By:
- Publication type:
- Article
Equity prices and fundamentals: a DDM-APT mixed approach.
- Published in:
- Review of Quantitative Finance & Accounting, 2017, v. 49, n. 3, p. 661, doi. 10.1007/s11156-016-0604-y
- By:
- Publication type:
- Article
The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA.
- Published in:
- Review of Quantitative Finance & Accounting, 2012, v. 38, n. 3, p. 347, doi. 10.1007/s11156-011-0232-5
- By:
- Publication type:
- Article
MACROECONOMIC INFLUENCE ON SHARES' RETURN STUDY CASE: ARBITRAGE PRICING THEORY (APT) APPLIED ON BUCHAREST STOCK EXCHANGE.
- Published in:
- Economic Computation & Economic Cybernetics Studies & Research, 2014, v. 48, n. 2, p. 1
- By:
- Publication type:
- Article
Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse.
- Published in:
- Annals of Operations Research, 2018, v. 269, n. 1/2, p. 205, doi. 10.1007/s10479-017-2458-7
- By:
- Publication type:
- Article
Can negative electricity prices encourage inefficient electrical energy storage devices?
- Published in:
- International Journal of Environmental Studies, 2014, v. 71, n. 6, p. 862, doi. 10.1080/00207233.2014.966968
- By:
- Publication type:
- Article
Benchmarking in two price financial markets.
- Published in:
- Annals of Finance, 2016, v. 12, n. 2, p. 201, doi. 10.1007/s10436-016-0278-4
- By:
- Publication type:
- Article
Relative asset price bubbles.
- Published in:
- Annals of Finance, 2016, v. 12, n. 2, p. 135, doi. 10.1007/s10436-016-0274-8
- By:
- 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:
- Publication type:
- Article
ANALYSIS OF EXPECTED STOCK RETURNS IN 2020 - 2022 USING ARBITRAGE PRICING THEORY (STUDY ON STOCKS INCORPORATED WITH THE IDX-30 INDEX ON THE INDONESIA STOCK EXCHANGE).
- Published in:
- Eduvest: Journal Of Universal Studies, 2023, v. 3, n. 3, p. 626, doi. 10.59188/eduvest.v3i3.777
- By:
- Publication type:
- Article
The Asset Manager's Dilemma: How Smart Beta Is Disrupting the Investment Management Industry.
- Published in:
- Financial Analysts Journal, 2016, v. 72, n. 1, p. 15, doi. 10.2469/faj.v72.n1.1
- By:
- Publication type:
- Article
Asset Pricing Through Downside Risk Based Arbitrage Pricing Theory: Empirical Evidence from Pakistan Stock Exchange.
- Published in:
- Abasyn University Journal of Social Sciences, 2020, v. 13, n. 2, p. 485, doi. 10.34091/AJSS.13.2.02
- By:
- Publication type:
- Article
IMPACT OF OIL PRICES ON STOCK MARKET DEVELOPMENT IN SELECTED OIL EXPORTING SUB-SAHARAN AFRICAN COUNTRIES.
- Published in:
- eFinanse, 2020, v. 16, n. 2, p. 1, doi. 10.2478/fiqf-2020-0008
- By:
- Publication type:
- Article
TEST OF ARBITRAGE PRICING THEORY ON STOCK INDICES: AN EMPIRICAL STUDY ON BIST100.
- Published in:
- Revista Economică, 2023, v. 75, n. 1, p. 7, doi. 10.56043/reveco-2023-0001
- By:
- Publication type:
- Article
ESTIMATING TURKISH STOCK MARKET RETURNS WITH APT MODEL: COINTEGRATION AND VECTOR ERROR CORRECTION.
- Published in:
- Economic Review: Journal of Economics & Business / Ekonomska Revija: Casopis za Ekonomiju i Biznis, 2016, v. 14, n. 1, p. 7
- By:
- Publication type:
- Article
Sequential Markets, Market Power, and Arbitrage<sup>†</sup>.
- Published in:
- American Economic Review, 2016, v. 106, n. 7, p. 1921, doi. 10.1257/aer.20141529
- By:
- Publication type:
- Article
DIVIDEND AND EXCESS RETURN IN CHINA.
- Published in:
- Asian Academy of Management Journal of Accounting & Finance, 2023, v. 19, n. 2, p. 105, doi. 10.21315/aamjaf2023.19.2.4
- By:
- Publication type:
- Article