Found 18 results for your keywords: subject="CAPM"

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

1
(Siegel, Stephan) (Gilbert, Thomas) (Hrdlicka, Christoper) (Kalodimos, Jonathan)

Putting the Price in Asset Pricing

1
(Thummim Cho) (Christopher Polk)

Identifikasi Proksi Aset Bebas Risiko pada Perusahaan di Bursa Efek Indonesia Tahun 2017-2023 Men…

1
(Lenny Suardi (Pembimbing/Promotor)) (Buddi Wibowo (Penguji)) (Muhammad Budi Prasetyo (Penguji)) (Fajri Alan Ghazali)

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

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

Operating Hedge and Gross Profitability Premium

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

The Cross section of expected stock returns in the Chinese A-share market

1
(Wang, Yuenan) (Iorio, Amalia Di)

Volatility, the Macroeconomy, and Asset Prices

1
(Bansal, Ravi.) (Shaliiastovich, Ivan. Yaron, Amir)

Implications of Keeping-Up-with-the-Joneses behavior for the equilibrium cross section of stock r…

1
(Gomez, Juan-Pedro) (Priestley, Richard) (Zapatero, Fernando)

Affect in a behavioral asset-pricing model

1
(Statman, Meir) (Fisher, Kenneth L.) (Anginer, Deniz)

Lazy investors, discretionary consumption, and the cross-section of stock returns

1
(Jagannathan, Ravi) (Wang, Yong)

Why is long-horizon equity less risky? a duration-based explanation of the value premium

1
(Lettau, Martin) (Wachter, Jessica A.)

Bayesian alphas and mutual fund persistence

1
(Busse, Jeffrey A.) (Irvine, Paul J.)

The Value premium and the CAPM

1
(Fama, Eugene F.) (French, Kenneth R.)

Faktor likuiditas pada return ssham BEJ (Perbandingan standard CAPM dan Extended CAPM)

1
(Hidayah, Nuri Lesmana)

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

1
(Komara, Esi Fitriani)

Capita asset pricing model (CAPM) sebagai salah satu metode untuk menentukan saham efisiensi

1
(Yulianti, Eka)

Pengujian CAPM secara empiris di pasar modal India

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

Pengaruh likuiditas terhadap imbal hasil saham di Bursa Efek Indonesia periode tahun 2004 - 2013 …

1
(Junino Jahja (Pembimbing/Promotor)) (Maya Andayani)