asset-pricing model
Capital Asset Pricing Model: Evidence from the Nigerian Stock Exchange
... Capital Asset Pricing Model (CAPM) in the Nigerian stock market using monthly stock values of 20 listed firms from January 2006 to December, 2015 covering the periods and the aftermath of the ...
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Research on capital asset pricing model empirical in China market
... capital asset pricing model is the price decision theory about financial assets including shares, bond, futures and ...Capital Asset Pricing Model, namely CAPM. The CAPM is a ...
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Anchoring Adjusted Capital Asset Pricing Model
... capital asset pricing model (CAPM) is adjusted for the anchoring and adjustment heuristic of Tversky and Kahneman (1974)? The surprising finding is that adjusting CAPM for anchoring provides a ...
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Measuring Risk Structure Using the Capital Asset Pricing Model
... Capital Asset Pricing ...capital asset pricing model (CAPM) for calculation of equity cost, namely on determination of the beta coeffi cient, which is the only variable, that is dependent ...
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Bayesian Diagnostic Checking of the Capital Asset Pricing Model
... Asset pricing models are used to model the excess return of individual stocks which is defined as the difference between the stock return and that for the whole ...Many pricing models have ...
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AN EMPIRICAL TESTING OF CAPITAL ASSET PRICING MODEL
... Capital Asset Pricing Model (CAPM) of William Sharpe (1964) and John Lintner (1965) is the risk-return relationship of an asset, precisely the relationship between (systematic) risk and ...
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The Capital Asset Pricing Model: Empirical Evidence from Pakistan
... capital asset pricing model, the conditional CAPM, the Conditional and unconditional CAPM Fama and French three factor model on the individual stocks traded on KSE, the main equity market in ...
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Statistical Modelling of the Capital Asset Pricing Model (CAPM)
... Capital Asset Pricing Model (CAPM) is a theory credited to Sharpe (1964) and Lintner (1965) and was grounded on the work of Markowitz (1952, 1959), which dealt with portfolio theory and portfolio ...
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ASSET PRICING MODEL: EMPIRICAL STUDY IN INDONESIA’S CAPITAL MARKET
... Asset pricing model have been researched since 1950 and revealed four models, namely the Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), Fama and ...
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Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
... factor asset pricing model and the existence of asymmetric effects in the Brent crude oil ...of asset returns of the oil and gas companies quoted on the London stock ...
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On the Role of Memory in an Asset Pricing Model with Heterogeneous Beliefs
... the asset pricing model as constructed by Brock and Hommes ...The model can be viewed as composed of two simultaneous parts; present value asset pri- cing and the evolutionary selection ...
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Application of Capital Asset Pricing Model in Indian Stock Market
... various model and techniques to evaluate the investment ...Capital Asset Pricing Model (CAPM) is one of the important models used to evaluate any ...This model was originally ...
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Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model
... particular asset-pricing ...standard asset pricing models found in the ...of asset returns, and e) continuously optimizing ...Intermediary Asset Pricing Model ...
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The epistemological value of the consumption based capital asset pricing model
... To their defence, however, it can be said that the analytically convenient special cases are rigorously connected to the central pricing formula and so internally consistent. The hierarchy of models, therefore, ...
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The application of the capital asset pricing model on the Croatian capital market
... The model for capital asset pricing (CAPM) was developed by Sharpe (1963, 1964) and Lintner (1965) with the aim to simplify the existing Markowitz’s ...
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The capital asset pricing model and real estate investment analysis
... The major contribution of this research is in the evidence it provides on the efficiency of the real estate market and the applicability of the widely accepted capital asset pricing mode[r] ...
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Application of Capital Asset Pricing Model in Indian Stock Market
... Mechanical equipment used on process plants can be categorized into two main types, namely static and rotating equipment. A brief survey at a number of chemical process plants indicated that a number of maintenance ...
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Application of Capital Asset Pricing Model in Indian Stock Market
... In such a condition, cognitive radio sensitivity can only be improved [3] by enhancing radio RF front-end sensitivity, exploiting digital signal processing gain fo[r] ...
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Application of Capital Asset Pricing Model in Indian Stock Market
... This paper introduces a new control algorithm for the proper control of doubly fed induction motor for Electric Vehicle/Hybrid Electric Vehicle applications. There are some[r] ...
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Capital Asset Pricing Model Adjusted for Anchoring
... Hirshleifer (2001) considers anchoring to be an “important part of psychology based dynam ic asset pricing theory in its infancy” (p. 1535). Shiller (1999) argues that anchoring appears to be an important ...
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