Shipping : is it a high risk low return business? by Patitsas, Leon S

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The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis by Khairon, Rosli

“…The Capital Asset Pricing Model relies on the mathematical notion of expected rates of return . …”
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Quantification of Expected Return of Investment in Wood Processing Sectors in Slovakia by Martina Kánová, Josef Drábek, Petar Ćurić, Andreja Pirc Barčić

“…Methodologically, the study uses procedures for the weighted average cost of capital (WACC), capital asset pricing model (CAPM) for determining the cost of equity, and calculation of the beta coefficient considering the risk premium. …”
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Systematic Risk at the Industry Level: A Case Study of Australia by Thang Cong Nguyen, Tan Ngoc Vu, Duc Hong Vo, Michael McAleer

“…The cornerstone of the capital asset pricing model (CAPM) lies with its beta. The question of whether or not beta is dead has attracted great attention from academics and practitioners in the last 50 years or so, and the debate is still ongoing. …”
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When will food price bubbles burst? A review by Xiao-Qing WANG, Chi-Wei SU, Ran TAO, Oana-Ramona LOBONŢ

“…Our results show that there are four explosive bubble episodes mostly accompanied by huge price volatilities during 1990-2017, which is largely in line with the asset pricing model (Gürkaynak 2008). The exuberance and collapse of bubble episodes can be explained by imbalance between supply and demand, depreciation of U.S. dollar, financial crisis and speculation. …”
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Managerial Ability and Marginal Value of the Cash by Iman Soukhakian, Hirad Nazari, Arash Tahriri

“…Also, Abnormal share returns and the Capital Asset Pricing Model (CAPM) is used to measure marginal value of cash. …”
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Evaluating the Efficiency and Robustness of Beta and Stochastic Discount Factor Methods in Iranian Stock Market by Hossein Talakesh Naeini, Reza Taleblou, Teymor Mohammadi, Parisa Mohajeri

“…Using the monthly data of Tehran Stock Exchange index return and return of shares of the companies listed in the stock exchange market of Iran during 1379(1) to 1398(6), we have formed 5*5 baskets-called 25 portfolios of Fama and French- to evaluate the efficiency and stability of one factor model (capital asset pricing model) and multi-factors model (Fama and French’s 3 factors model) using Generalized Method of Moments (GMM) estimation method. …”
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Liquidity risk impact on stock returns by Rapheedah Musneh, Mohd. Rahimie Abd. Karim, Caroline Geetha A/P B. Arokiadasan

“…The study employed LCAPM asset pricing model tested using Fama-Macbeth two-stage cross-sectional regression. …”
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Testing mispricing-augmented factor models in an emerging market: A quest for parsimony by Fahad Ali

“…Further, I jointly examine the performance of UMO-augmented factor models – the Capital Asset Pricing Model, Carhart's four-factor model, and Fama and French's three-, five- and six-factor models – to find out which of these models or their subsets is most pertinent in the Pakistani stock market. …”
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Research on Amazon's stock price forecasting based on arbitrage pricing model based on big data by Haocheng Du

“…Arbitrage pricing model has long been widely quoted by scholars as an alternative theory to capital asset pricing model, which is used to make a regression analysis on Amazon's stock price in this study. …”
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IMPACT OF CRYPTOCURRENCY EXCHANGE RATE ON FINANCIAL STOCK EXPOSURE : COMPARISON BETWEEN TWO EMERGING MARKETS by Chi-Ming Ho

“…This research employs Capital Asset Pricing Model and foreign exchange exposure theory to explain how the value of financial stocks is affected by the home country cryptocurrency. …”
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Capital Aset Pricing Model (CAPM) Revisited: The Context of Sharia-based Stocks with the Barakah Risk Premium Variable by Linda Ariany Mahastanti, Marwan Asri, Bernadus M. Purwanto, Eddy Junarsin

“…In the last part of this research, we adjust the Capital Asset Pricing Model (CAPM) in the Sharia capital market based on a literature study. …”
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Stock profiling using time–frequency-varying systematic risk measure by Roman Mestre

“…Abstract This study proposes a wavelets approach to estimating time–frequency-varying betas in the capital asset pricing model (CAPM) framework. The dynamic of systematic risk across time and frequency is analyzed to investigate stock risk-profile robustness. …”
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Economic events and the volatility of government bill rates. by Chao Xiao, Yu Lou, Jie Liu, Yuan Zhao, Yikang Tian

“…For this purpose, we extend the traditional definition of rare economic disasters and propose a novel asset pricing model that models both good and bad events. …”
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Economic events and the volatility of government bill rates by Chao Xiao, Yu Lou, Jie Liu, Yuan Zhao, Yikang Tian

“…For this purpose, we extend the traditional definition of rare economic disasters and propose a novel asset pricing model that models both good and bad events. …”
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Analisis Portofolio Saham dengan Metode Capm dan Markowitz by Hartiwi Prabowo

“…The LQ 45 stocks are continuously being monitored and will be a reviewed for every 6 months (early February and August). Capital Asset Pricing Model (CAPM) is used to estimate the return of a securities, while minimizing the risk to the desired level of returns in stock investing can be done by way of diversification or invest the funds into more than one type of securities (forming portfolios). …”
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The Equity Premium Puzzle: Analysis in Brazil after the Real Plan by Fábio Augusto Reis Gomes, Luciana de Andrade Costa, Ruth Carolina Rocha Pupo

“…The EPP was identified by Mehra and Prescott (1985) since the Consumption Capital Asset Pricing Model (CCAPM), when calibrated with reasonable preference parameters, could not explain high historical average risk premiums in the United States. …”
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Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector by Mariano González-Sánchez, M. Encina Morales de Vega

“…</i> shocks are obtained from a factorial asset pricing model and ARMA-GARCH-type process; then we checked whether there is both individual and joint causality between the standardized residuals. …”
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An equilibrium approach to the disequilibrium in housing market in China by Guan, Mingyang, Song, Yongjian, Zhou, Yu

“…However, in assessing the housing market disequilibrium, very few studies have adopted the widely applied equilibrium asset pricing model in China due to poor data documentation. …”
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The Validity Of The Capm: The Case From Jsx by Perpustakaan UGM, i-lib

“…ABSTRAK Capital Asset Pricing Model (CAPM) mengukur imbal hash yang diharapkan dari suatu sekuritas atau portofolio berdasarkan risiko yang rekvan atau risiko pasar. …”