Works matching DE "CAPITAL assets pricing model"

Results: 2206

THE SPILLOVER, RISK AND LEVERAGE EFFECTS OF SMART BETA MANAGEMENT EXCHANGE-TRADED FUND (ETF).

Published in:

Global Economy Journal, 2021, v. 21, n. 3, p. 1, doi. 10.1142/S2194565921500160

By:

CHEN, JO-HUI;
EDWARDS, NICHOLAS

Publication type:

Article

ESTIMATING CAPITAL ASSET PRICE INDEXES.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 2, p. 226, doi. 10.1162/003465397556818

By:

Hill, R. Carter;
Knight, J. R.;
Sirmans, C. F.

Publication type:

Article

HOW RISKY IS R AND D? A FINANCIAL APPROACH.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 2, p. 296, doi. 10.2307/2109719

By:

Wedig, Gerard J.

Publication type:

Article

ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1989, v. 71, n. 3, p. 365, doi. 10.2307/1926892

By:

Scott, Louis O.

Publication type:

Article

DIVIDEND POLICY IN PERSPECTIVE: CAN THEORY EXPLAIN BEHAVIOR?

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 4, p. 603, doi. 10.2307/1935823

By:

Crockett, Jean;
Friend, Irwin

Publication type:

Article

ASYMMETRIC INFORMATION, FINANCING CONSTRAINTS, AND INVESTMENT.

Published in:

Review of Economics & Statistics, 1987, v. 69, n. 3, p. 481, doi. 10.2307/1925536

By:

Fazzari, Steven M.;
Athey, Michael J.

Publication type:

Article

RISK AND RETURN: CONSUMPTION BETA VERSUS MARKET BETA.

Published in:

Review of Economics & Statistics, 1986, v. 68, n. 3, p. 452, doi. 10.2307/1926022

By:

Mankiw, N. Gregory;
Shapiro, Matthew D.

Publication type:

Article

ON THE RISK-ADJUSTED EFFECTIVE PROTECTION RATE.

Published in:

Review of Economics & Statistics, 1984, v. 66, n. 2, p. 235, doi. 10.2307/1925824

By:

Eldor, Rafael

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

A NOTE ON CONSISTENT ESTIMATION OF A CAPITAL MARKET EQUILIBRIUM.

Published in:

Review of Economics & Statistics, 1979, v. 61, n. 1, p. 121, doi. 10.2307/1924839

By:

Marshall, William J.

Publication type:

Article

THE COST OF CAPITAL AND THE MARKET POWER OF FIRMS.

Published in:

Review of Economics & Statistics, 1978, v. 60, n. 2, p. 209, doi. 10.2307/1924974

By:

Sullivan, Timothy G.

Publication type:

Article

A NOTE ON MARKET POWER AND RETURNS TO STOCKHOLDERS.

Published in:

Review of Economics & Statistics, 1977, v. 59, n. 1, p. 108, doi. 10.2307/1924910

By:

Sullivan, Timothy G.

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

INVESTMENT HORIZON AND THE FUNCTIONAL FORM OF THE CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1976, v. 58, n. 3, p. 356, doi. 10.2307/1924958

By:

Lee, Cheng F.

Publication type:

Article

DIVIDEND POLICY AND CAPITAL MARKET THEORY.

Published in:

Review of Economics & Statistics, 1976, v. 58, n. 2, p. 181, doi. 10.2307/1924024

By:

Bar-Yosef, Sasson;
Kolodny, Richard

Publication type:

Article

CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1972, v. 54, n. 4, p. 357, doi. 10.2307/1924562

By:

Weston, J. Fred;
Smith, Keith V.;
Shrieves, Ronald E.

Publication type:

Article

The Lost Capital Asset Pricing Model.

Published in:

Review of Economic Studies, 2023, v. 90, n. 6, p. 2703, doi. 10.1093/restud/rdad013

By:

Andrei, Daniel;
Cujean, Julien;
Wilson, Mungo

Publication type:

Article

Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims.

Published in:

Review of Economic Studies, 2022, v. 89, n. 5, p. 2445, doi. 10.1093/restud/rdab081

By:

Chabakauri, Georgy;
Yuan, Kathy;
Zachariadis, Konstantinos E

Publication type:

Article

Identification-Robust Estimation and Testing of the Zero-Beta CAPM.

Published in:

Review of Economic Studies, 2013, v. 80, n. 3, p. 892, doi. 10.1093/restud/rds044

By:

Beaulieu, Marie-Claude;
Dufour, Jean-Marie;
Khalaf, Lynda

Publication type:

Article

Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory.

Published in:

Review of Economic Studies, 2004, v. 71, n. 1, p. 63, doi. 10.1111/0034-6527.00276

By:

Bossaerts, Peter

Publication type:

Article

Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing.

Published in:

Review of Economic Studies, 1998, v. 65, n. 2, p. 341, doi. 10.1111/1467-937x.00047

By:

Kim, Chongmin

Publication type:

Article

Nobels for nonsense.

Published in:

Journal of Post Keynesian Economics, 2006, v. 29, n. 1, p. 3, doi. 10.2753/PKE0160-3477290101

By:

Thompson, James R.;
Baggett, L. Scott;
Wojciechowski, William C.;
Williams, Edward E.

Publication type:

Article

The CAPM, National Stock Market Betas, and Macroeconomic Covariates: a Global Analysis.

Published in:

Open Economies Review, 2020, v. 31, n. 4, p. 787, doi. 10.1007/s11079-020-09579-2

By:

Curran, Michael;
Velic, Adnan

Publication type:

Article

Entropy Augmented Asset Pricing Model: Study on Indian Stock Market.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 1, p. 81, doi. 10.1007/s10690-023-09407-w

By:

Mishra, Harshit;
Barai, Parama

Publication type:

Article

Size Effect in Indian Equity Market: Myth or Reality?

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 1, p. 101, doi. 10.1007/s10690-020-09318-0

By:

Vasishth, Vibhuti;
Sehgal, Sanjay;
Sharma, Gagan

Publication type:

Article

Beta-Anomaly: Evidence from the Indian Equity Market.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 1, p. 55, doi. 10.1007/s10690-020-09316-2

By:

Ali, Asgar;
Badhani, K. N.

Publication type:

Article

An Empirical Comparison of Asset-Pricing Models in the Shanghai A-Share Exchange Market.

Published in:

Asia-Pacific Financial Markets, 2018, v. 25, n. 3, p. 249, doi. 10.1007/s10690-018-9247-4

By:

Belimam, Doha;
Tan, Yong;
Lakhnati, Ghizlane

Publication type:

Article

A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 151, doi. 10.1007/s10690-014-9182-y

By:

Kato, Takashi;
Sekine, Jun;
Yamamoto, Hiromitsu

Publication type:

Article

Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 4, p. 405, doi. 10.1007/s10690-010-9137-x

By:

Chen, Langnan;
Li, Steven;
Wang, Jinan

Publication type:

Article

Applications of the Integrated Approach to International Portfolio Optimization.

Published in:

Asia-Pacific Financial Markets, 2000, v. 7, n. 2, p. 121, doi. 10.1023/A:1010013413591

By:

Konno, Hiroshi;
Li, Jing

Publication type:

Article

Market Segmentation and Foreign Share Discount in China.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 4, p. 283, doi. 10.1023/A:1010028227320

By:

Su, Dongwei

Publication type:

Article

Recurrence Plot Analysis of Stock Market Based on CAPM Model and Stock Price Time Series.

Published in:

Fluctuation & Noise Letters, 2023, v. 22, n. 1, p. 1, doi. 10.1142/S0219477523500062

By:

Zhu, Hanhuai;
Huang, Jingjing

Publication type:

Article

Portfolio Optimization with Artificial Hummingbird Algorithm for Cement Industry.

Published in:

Istanbul Business Research, 2024, v. 53, n. 3, p. 351, doi. 10.26650/ibr.2024.53.1250778

By:

Çimen, Murat Erhan

Publication type:

Article

Risk Return Analysis of Equity Stocks: A Study of Selected Indian IT Companies.

Published in:

Mudra: Journal of Finance & Accounting, 2019, v. 6, n. 1, p. 31, doi. 10.17492/mudra.v6i1.182822

By:

Bantwa, Ashok;
Ansari, Faizan Ulhaqq

Publication type:

Article

Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions.

Published in:

Journal of Finance & Banking Review (JFBR), 2018, v. 3, n. 4, p. 77, doi. 10.35609/jfbr.2018.3.4(6)

By:

Sembiring, Ferikawita M.

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

Asset Pricing Models, Cross Section of Expected Stock Returns and Financial Market Anomalies: A Review of Theories and Evidences.

Published in:

Journal of Management Research (09725814), 2016, v. 16, n. 4, p. 230

By:

Mahakud, Jitendra;
Dash, Saumya Ranjan

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

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

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

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

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