Found 39 results for your keywords: subject="asset pricing model"
Hal. Awal Sebelumnya 1 2

Long-Run Risk : Is It There?

1
(Yukun Liu) (Ben Matthies)

Testing Disagreement Models

1
(Yen-Cheng Chang) (Pei-Jie Hsiao) (Alexander Ljungqvist) (Kevin Tseng)

A New Test of Risk Factor Relevance

1
(Alex Chinco) (Samuel M. Hartzmark) (Abigail B. Sussman)

Bayesian Solutions for the Factor Zoo : We Just Ran Two Quadrillion Models

1
(Stevlana Bryzgalova) (Jiantao Huang) (Christian Julliard)

Discount-Rate Risk in Private Equity : Evidence from Secondary Market Transactions

1
(Brian H. Boyer) (Taylor D. Nadauld) (Keith P. Vorkink) (Michael S. Weisbach)

Model Comparison with Transaction Costs

1
(Andrew Detzel) (Robert Novy-Marx) (Mihail Velikov)

Operating Hedge and Gross Profitability Premium

1
(Leonid Kogan) (Jun Li) (Harold H. Zhang)

Theory of financial decision making

3
(Ingersoll, Jr, Jonathan E.)

"Lucas" in the Laboratory

1
(Asparouhova, Elena) (Bosserts, Peter) (Roy, Nilanjan) (Zame, William)

Estimation of expected return: CAPM vs. Fama and French

1
(Bartholdy, Jan) (Peare, Paula)

Beta and returns revisited evidence from the German stock market

1
(Elsas, Ralf) (El-Shaer, Mahmoud) (Theissen, Erik)

Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors

1
(Kan, Raymond) (Robotti, Cesare) (Gospodinov, Nikolay)

Pengujian validitas CAPM berorientasi konsumsi dan teori gabungan CAPM-APT di Bursa Efek Jakarta

1
(Trisilo, Rudi Bambang) (Dr. Said A. Bawazer (Pembimbing/Promotor)) (Dr. Wahjudi B. Prakarsa (Penguji)) (Heru Sutojo, S.E., M.Sc. (Penguji))

Aset pricing dengan menggunakanmultifactor model terhadap saham-saham perusahaan minyak dan gas b…

1
(Irwan Adi Ekaputra (Pembimbing/Promotor)) (Hutahaean, Fernando H.)

Idiosyncratic Risk On Stock Performance In Indonesia Stock Exchange

1
(Bona Christanto Siahaan (Pembimbing/Promotor)) (Adesia, Andiasa)

Tinjauan ekonomi - politik terhadap hasil pengujian camp dengan arch di pasar modal Indonesia : K…

1
(Faisal H. Basri (Pembimbing/Promotor)) (Gatot Arya Putra)

Penerapan CAPM dalam pengambilan keputusan investasi di pasar modal

1
(Warsono)

Pengujian validitas empiris capital asset pricing model (CAPM) di Jakarta Islamic Index (JII) pe…

1
(Komara, Esi Fitriani)

Pengujian CAPM secara empiris di pasar modal India

1
(Cristian Selawa) (Boe Thio (Pembimbing/Promotor))

Implications of insider trading rules on stock market efficiency : evidence on ASEAN-4

1
(Bagus Adi Yoga Prawira)
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