Works about CAPITAL assets pricing model

Results: 2214

BITCOIN: A PONZI SCHEME OR AN EMERGING INFLATION-FIGHTING ASSET?

Published in:

Technological & Economic Development of Economy, 2025, v. 31, n. 3, p. 685, doi. 10.3846/tede.2024.19300

By:

Fangying LIU;
Chi Wei SU;
Meng QIN;
UMAR, Muhammad

Publication type:

Article

Is the ESG Score Part of the Set of Information Available to Investors? A Conditional Version of the Green Capital Asset Pricing Model.

Published in:

International Journal of Financial Studies, 2025, v. 13, n. 2, p. 88, doi. 10.3390/ijfs13020088

By:

Galicia-Sanguino, Lucía;
Lago-Balsalobre, Rubén

Publication type:

Article

A CCAPM with Time-varying Betas and Its Applications in Chinese Stock Market.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 3, p. 451

By:

Mingyuan Guo;
Shiying Zhang;
Guangyao Huo

Publication type:

Article

Binomial Tree Pricing Model of Convertible Bond with Default Risk.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 2, p. 395

By:

Lihong Yang;
Xia Yang;
Xianbing Cao

Publication type:

Article

Prediction and Characteristic Analysis of Exchange Rate Fluctuations with Chaotic Dynamics.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 1, p. 105

By:

Biao Ren;
Junhai Ma;
Ershi Qi

Publication type:

Article

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

NEW METHODOLOGIES IN THE VALUATION OF INTEREST RATE OPTIONS.

Published in:

International Journal of Finance, 2010, v. 22, n. 4, p. 6544

By:

Doffou, Ako

Publication type:

Article

INVESTOR SENTIMENT AND THE PERCEIVED PRICE OF STOCKS.

Published in:

International Journal of Finance, 2009, v. 21, n. 3, p. 6157

By:

Arunachalam, Arvi;
Lawrence, Edward R.;
Prakash, Arun J.

Publication type:

Article

LIQUIDITY AND ASSET PRICING MODELS: A HISTORICAL SKETCH.

Published in:

International Journal of Finance, 2008, v. 20, n. 2, p. 4809

By:

Mishra, Suchismita

Publication type:

Article

ESTIMATION OF GLOBAL BETA AND TESTS OF CAPITAL ASSET PRICING MODELS.

Published in:

International Journal of Finance, 2006, v. 18, n. 4, p. 4161

By:

Leyuan You;
Ghai, Gauri L.;
Welch, William W.

Publication type:

Article

FORECASTING STOCK RETURNS UNDER THE IMPACTS OF UNEMPLOYMENT BENEFITS AND DURATION OF UNEMPLOYMENT.

Published in:

International Journal of Finance, 2006, v. 18, n. 2, p. 3904

By:

Chen, Yueh H.;
Lin, Winston T.

Publication type:

Article

Factor shares, inequality, and capital flows.

Published in:

Southern Economic Journal, 2015, v. 82, n. 2, p. 647, doi. 10.1002/soej.12035

By:

Zuleta, Hernando

Publication type:

Article

Dynamic Scoring in a Romer-Style Economy.

Published in:

Southern Economic Journal, 2015, v. 81, n. 3, p. 697, doi. 10.4284/0038-4038-2014.064

By:

Scrimgeour, Dean

Publication type:

Article

Risk Management and the Theory of the Firm.

Published in:

Journal of Risk & Insurance, 1976, v. 43, n. 4, p. 587, doi. 10.2307/252028

By:

Cummins, J. David

Publication type:

Article

AUTHOR'S REPLY.

Published in:

Journal of Risk & Insurance, 1972, v. 39, n. 3, p. 492, doi. 10.2307/251847

By:

Launie, J. J.

Publication type:

Article

AUTHORS' REPLY.

Published in:

Journal of Risk & Insurance, 1972, v. 39, n. 3, p. 483, doi. 10.2307/251844

By:

Norgaard, Richard;
Schick, George

Publication type:

Article

PROFITABILITY IN THE PROPERTY AND LIABILITY INSURANCE INDUSTRY: COMMENT.

Published in:

Journal of Risk & Insurance, 1972, v. 39, n. 3, p. 479, doi. 10.2307/251843

By:

Markle, John L.

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

Departures from Rational Expectations and Asset Pricing Anomalies.

Published in:

Journal of Behavioral Finance, 2009, v. 10, n. 4, p. 234, doi. 10.1080/15427560903373245

By:

Semenov, Andrei

Publication type:

Article

The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets.

Published in:

Journal of Behavioral Finance, 2006, v. 7, n. 3, p. 128, doi. 10.1207/s15427579jpfm0703_2

By:

Verma, Raul;
Soydemir, Gökçe

Publication type:

Article

Low volatility sector-based portfolios: a South African case.

Published in:

Orion, 2016, v. 32, n. 1, p. 55, doi. 10.5784/32-1-541

By:

Oladele, O. S.;
Bradfield, D.

Publication type:

Article

Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1075, doi. 10.1007/s11009-017-9553-8

By:

Canhanga, Betuel;
Malyarenko, Anatoliy;
Murara, Jean-Paul;
Ni, Ying;
Silvestrov, Sergei

Publication type:

Article

Taxation, Uncertainty, and the Cost of Equity.

Published in:

International Tax & Public Finance, 2002, v. 9, n. 4, p. 483, doi. 10.1023/A:1016576305306

By:

Lund, Diderik

Publication type:

Article

Evaluating the Success of Malaysia's Exchange Controls (1998–99).

Published in:

Oxford Development Studies, 2006, v. 34, n. 2, p. 151, doi. 10.1080/13600810600705049

By:

ALI ABBAS, S. M.;
ESPINOZA, RAPHAEL

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

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

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

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

Reputation, return and risk: A new approach.

Published in:

European Research on Management & Business Economics, 2023, v. 29, n. 1, p. 1, doi. 10.1016/j.iedeen.2022.100207

By:

Febra, Lígia;
Costa, Magali;
Pereira, Fábio

Publication type:

Article

PORTFOLIO MANAGEMENT IN TIMES OF ELEVATED RISK. SAFE-HAVEN AND HEDGE ASSETS IN CAPM SE.

Published in:

Journal of Finance & Financial Law / Finanse i Prawo Finansowe, 2024, p. 41, doi. 10.18778/2391-6478.S1.2024.03

By:

Feder-Sempach, Ewa

Publication type:

Article

COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL-ASSET-PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST.

Published in:

Manchester School (1463-6786), 2011, v. 79, n. 3, p. 349, doi. 10.1111/j.1467-9957.2009.02161.x

By:

LI, MING-YUAN LEON

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

Estimating the cost of capital through time: An analysis of the sources of error.

Published in:

Management Science, 1998, v. 44, n. 4, p. 485, doi. 10.1287/mnsc.44.4.485

By:

Ferson, Wayne E.;
Locke, Dennis H.

Publication type:

Article

Some Results in the CAPM with Nontraded Endowments.

Published in:

Management Science, 1996, v. 42, n. 2, p. 286, doi. 10.1287/mnsc.42.2.286

By:

Oh, Gyutaeg

Publication type:

Article

Union-Firm Bargaining and the Influence of Product Market Power and Production Technology on Systematic Risk.

Published in:

Management Science, 1995, v. 41, n. 8, p. 1267, doi. 10.1287/mnsc.41.8.1267

By:

Bughin, Jacques

Publication type:

Article

Measuring Systematic Risk Using Implicit Beta.

Published in:

Management Science, 1995, v. 41, n. 1, p. 124, doi. 10.1287/mnsc.41.1.124

By:

Siegel, Andrew F.

Publication type:

Article

THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK RETURN RELATIONSHIP.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1543, doi. 10.1287/mnsc.38.11.1543

By:

Bram Cadsby, Charles

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

INTRODUCTION TO THE FOCUSED ISSUE OF FINANCIAL MODELING.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1525, doi. 10.1287/mnsc.38.11.1525

By:

Zenios, Stavros A.;
Ziemba, William T.

Publication type:

Article

ON OPTIMAL PRODUCTION AND THE MARKET TO BOOK RATIO GIVEN LIMITED SHAREHOLDER DIVERSIFICATION.

Published in:

Management Science, 1989, v. 35, n. 8, p. 1004, doi. 10.1287/mnsc.35.8.1004

By:

Conine, Jr., Thomas E.;
Jensen, Oscar W.;
Tamarkin, Maurry

Publication type:

Article

MARKET REACTION TO QUARTERLY EARNINGS' ANNOUNCEMENTS: A STOCHASTIC DOMINANCE BASED TEST OF MARKET EFFICIENCY.

Published in:

Management Science, 1989, v. 35, n. 4, p. 425, doi. 10.1287/mnsc.35.4.425

By:

Falk, Haim;
Levy, Haim

Publication type:

Article

ESTIMATION RISK AND INCENTIVE CONTRACTS FOR PORTFOLIO MANAGERS.

Published in:

Management Science, 1988, v. 34, n. 9, p. 1067, doi. 10.1287/mnsc.34.9.1067

By:

Cohen, Susan I.;
Starks, Laura T.

Publication type:

Article

MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.

Published in:

Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446

By:

Lee, Wayne Y.;
Rao, Ramesh K. S.

Publication type:

Article

A NOTE ON THE USE OF THE CAPM AS A STRATEGIC PLANNING TOOL.

Published in:

Management Science, 1985, v. 31, n. 12, p. 1589, doi. 10.1287/mnsc.31.12.1589

By:

Boardman, Anthony E.;
Carruthers, Norman E.

Publication type:

Article

BETA IN LINEAR RISK TOLERANCE ECONOMIES.

Published in:

Management Science, 1985, v. 31, n. 11, p. 1390, doi. 10.1287/mnsc.31.11.1390

By:

Grauer, Robert R.

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL AND STRATEGIC PLANNING: RESPONSE TO WERNERFELT.

Published in:

Management Science, 1985, v. 31, n. 4, p. 510, doi. 10.1287/mnsc.31.4.510a

By:

Naylor, T. H.;
Tapon, F.

Publication type:

Article