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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
Persistent link: https://www.econbiz.de/10012800645
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Government Investment and the Stock Market
Belo, Frederico - 2012
and risk premiums. To explain the empirical findings, we extend the neoclassical q-theory model of investment and specify …
Persistent link: https://www.econbiz.de/10013116636
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Excess returns and the distinguished player paradox
Blonski, Matthias (contributor);  … - 2008
distinguished player if he also can trade shares of the firm on a market. Arbitrage-free asset pricing theory suggests that the …
Persistent link: https://www.econbiz.de/10003776197
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Public capital and asset prices : time-series evidence from Japan
Hiraga, Kazuki; Kozuka, Masafumi; Miyazaki, Tomomi - In: Finance research letters 25 (2018), pp. 172-176
Persistent link: https://www.econbiz.de/10012003509
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Contagion effect in infrastructure companies' IPOs
Gnanakumar, P. Baba - In: International finance for infrastructure development, (pp. 90-102). 2013
Persistent link: https://www.econbiz.de/10009724528
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Effect of 2013 Budget’s Announcement on Infrastructure Stocks
Joshi, Dr. Divyang - 2019
from the budget. The mix kind of feelings arrived from the budget. The SMEs, Rural India, infrastructure, textiles, power … announcement on the infrastructure stocks. The top 10 stocks on the basis of weighted in the CNX infra Index was selected and …
Persistent link: https://www.econbiz.de/10012896116
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Infrastructure Stocks : A Low - Volatility Investment Alternative?
Chelawat, CA. (Dr.) Hemlata - 2017
community towards new, alternative investments avenues like infrastructure companies and funds. This paper is an attempt at … identifying low volatility investment sectors in Indian market. Using data from the S&P CNX Nifty Index and the CNX Infrastructure … Index, it provides an analysis of the risk return performance of the infrastructure portfolio and the broader market …
Persistent link: https://www.econbiz.de/10012955628
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Active Mutual Fund Common Owners’ Returns and Proxy Voting Behavior
Charoenwong, Ben; Ni, Zhenghui; Ye, Qiaozhi - 2022
We find that active mutual funds owning product market competitors have superior risk-adjusted returns that are not driven by industry concentration, common selection, or stock picking ability. These funds charge higher fees but also generate persistent net-of-fee returns for investors. Funds...
Persistent link: https://www.econbiz.de/10013403097
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Value investing : evidence from listed construction and infrastucture sector companies in India
Hedau, Amit - In: Romanian economic and business review 15 (2020) 4, pp. 104-114
Persistent link: https://www.econbiz.de/10012631934
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Why does price deviate from net asset value? : the case of Singaporean infrastructure REITs
Kumala, Calvin; Ye, Zhen; Zhu, Yite; Ke, Qiulin - In: International review of financial analysis 93 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543735