Similar Search Results

Essays on the Saudi Stock exchange : market efficiency, active investment strategies and sectoral dependency on oil price

Otto, Hans-Philipp - 2022 - 1st edition

Persistent link: https://www.econbiz.de/10012807103

Implement Fama and French and capital asset pricing models in Saudi Arabia stock market

Aldaarmi, Abdulaziz; Abbodb, Maysam; Salameh, Hussein - In: The journal of applied business research 31 (2015) 3, pp. 953-968

Persistent link: https://www.econbiz.de/10011304796

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Urba´nski, Stanislaw; Leśkow, Jacek - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 73-94

The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available on the Warsaw Stock Exchange. The authors introduce the three factor Fama-French model and its two modifications. They also apply the bootstrap method to evaluate the variability of...

Persistent link: https://www.econbiz.de/10012183556

An analysis of the relationship between risk and expected return in the BRVM stock exchange : test of the CAPM

Pamane, Kolani; Vikpossi, Anani Ekoue - In: Research in world economy 5 (2014) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10010461988

Information risk, cost of equity and stock returns : evidence from Iranian firms

Abdollahi, Ahmad; Gerayli, Mehdi Safari; Pitenoei, … - In: Journal of financial reporting & accounting : JFRA 21 (2023) 2, pp. 370-383

Persistent link: https://www.econbiz.de/10014304859

Global risk factors and South African equity indices

Polakow, Daniel Adam; Flint, Emlyn James - In: The South African journal of economics 83 (2015) 4, pp. 598-616

Persistent link: https://www.econbiz.de/10011441959

Multifactor conditional equity premium model : evidence from China's stock market

Cheng, Hang; Guo, Hui; Shi, Yongdong - In: Journal of banking and finance 161 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015065800

Dynamics of the relationship between bank loans and stock prices in Saudi Arabia

Almutair, Saud - In: International business and economics research journal 14 (2015) 3, pp. 439-452

Persistent link: https://www.econbiz.de/10011380390

Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market

Shu, Tong; Baslom, Mohammed Majdy M.; Alsharif, Hussain … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 338-346

Persistent link: https://www.econbiz.de/10011882806

Predicting returns on asset markets of a small, open economy and the influence of global risks

Haab, David R.; Nitschka, Thomas - 2017

Persistent link: https://www.econbiz.de/10011794321

1
2
3
4
5
6
7
8
9
10
Next
Last