Zobrazeno 1 - 10
of 1 480
pro vyhledávání: '"asset pricing models"'
Autor:
Le Quy Duong
Publikováno v:
Journal of Eastern European and Central Asian Research, Vol 11, Iss 5 (2024)
This paper aims to perform an extensive asset pricing analysis for the Vietnamese non-life insurance industry between 2008 and 2023. We document that well-known asset pricing models, such as the three-factor and five-factor models developed by Fama a
Externí odkaz:
https://doaj.org/article/79294ea26cbc4eb9b3512268c4171f68
Publikováno v:
Proceedings on Engineering Sciences, Vol 6, Iss 2, Pp 827- 836 (2024)
The objective of this study is to investigate short-run performance and whether the IPOs are over-priced or under-priced in various window periods. This study applies one-sample t-tests, capital asset pricing models, and market-adjusted excess return
Externí odkaz:
https://doaj.org/article/324425c6a61b4a579a6390d3fc7a5901
Autor:
Le Quy Duong
Publikováno v:
Journal of Eastern European and Central Asian Research, Vol 11, Iss 1 (2024)
In recent decades, the Efficient Market Hypothesis has been the subject of debate among professionals and academics. In this hypothesis, the value premium is a key aspect that challenges market efficiency. The main objective of this study is to compr
Externí odkaz:
https://doaj.org/article/58d506ae776c42c4a56049964f561807
Asset pricing models in South Africa: A comparative of regression analysis and the Bayesian approach
Autor:
Nitesha Dwarika
Publikováno v:
Data Science in Finance and Economics, Vol 3, Iss 1, Pp 55-75 (2023)
This study investigated the risk-return relationship using the Capital Asset Pricing Model (CAPM), Carhart four-factor Model (C4FM) and Fama and French Multifactor Models (FFMMs): F3FM and F5FM. This study analyzed the JSE ALSI returns of the South A
Externí odkaz:
https://doaj.org/article/69c0d5c1595b4b6a83e02710c8b54d53
Autor:
Kashyap, Ravi
Publikováno v:
The BE Journal of Economic Analysis & Policy, 20(2) (2020)
We formulate one methodology to put a value or price on knowledge using well accepted techniques from finance. We provide justifications for these finance principles based on the limitations of the physical world we live in. We start with the intuiti
Externí odkaz:
http://arxiv.org/abs/1908.03233
Akademický článek
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Akademický článek
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Autor:
Ali, Asgar, Bashir, Hajam Abid
Publikováno v:
Qualitative Research in Financial Markets, 2021, Vol. 14, Issue 3, pp. 433-460.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/QRFM-07-2020-0114
Autor:
Nokho, Cheikh I.
En finance, les modèles d’évaluation des actifs tentent de comprendre les différences de rendements observées entre divers actifs. Hansen and Richard (1987) ont montré que ces modèles sont des représentations fonctionnelles du facteur d’ac
Externí odkaz:
http://hdl.handle.net/1866/33627
Autor:
Serra Eren Sarıoğlu, Gizem Arı
Publikováno v:
Sosyal Ekonomik Araştırmalar Dergisi, Vol 21, Iss 2, Pp 114-131 (2021)
Amaç – Çalışmanın amacı Fama French Beş Faktörlü Varlık Fiyatlama Modelinin Borsa İstanbul’da geçerliliğini araştırmaktır. Bu amaçla 2006 ve 2018 yılları arasında Borsa İstanbul’da sürekli bir şekilde işlem gören hisse
Externí odkaz:
https://doaj.org/article/32ef40c401ca4e6c841b8ec91f03f416