Showing 501 - 509 results of 509 for search '"asset pricing models"', query time: 0.10s Refine Results
  1. 501

    Three Essays in Financial Economics by Kazemi, Maziar M.

    Published 2023
    “…I develop a production-based asset pricing model showing that a firms exposures to priced productivity and displacement risk depend on multiple firm characteristics. …”
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    Thesis
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  5. 505

    Impact of CEO transition announcement, CEO characteristics and moderating effect of CEO transition plan on share price of Malaysian companies by Sivapregasam, Shubasini

    Published 2020
    “…The share price reaction, which is referred to as cumulative average abnormal return (CAAR), is estimated using the Capital Asset Pricing Model (CAPM). Next, the impact of the CEO characteristics, which are age, origin, education, experience, stock ownership and gender, against CAAR, is examined using cross-sectional regression analysis. …”
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    Thesis
  6. 506

    Risk and Real Estate Investment Trust (REITs) Return: Evidence from Listed Public Trust by Nor Edi Azhar Binti Mohamad, Noriza Mohd Saad, Suzaida Bakar

    Published 2014-08-01
    “…The dependent variables are average return, expected return using Capital Asset Pricing Model, Sharpe Index, and Jensen Alpha Index. …”
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    Article
  7. 507

    Essays on innovation, central bank digital currency and asset pricing by George, Ammu

    Published 2020
    “…Chapter 3 deviates from the framework of CBDC to a production based asset pricing model where innovation is driven by firms through R&D. …”
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    Thesis-Doctor of Philosophy
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    Development of the Model of Factors Affecting Stock Returns by Reza Raei, Shapoor Mohammadi, Alireza Ajam

    Published 2022-09-01
    “…So far, many studies have been conducted to predict stock returns and provide a comprehensive and reliable model for investors and financial activists. The Capital Asset Pricing Model (CAPM) is one of the most important models in the financial field, especially for estimating stock returns (Murthy et al., 2017; Graham & Harvey, 2001). …”
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    Article