Download or read book Evidence Against Static Asset Pricing on the JSE Securities Exchange of South Africa written by Ronald Mangani and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Evidence Against Static Asset Pricing on the JSE Security Exchange of South Africa written by Ronald Mangani and published by . This book was released on 2005 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Expected Returns and Volatility on the JSE Securities Exchange of South Africa written by Ronald Mangani and published by . This book was released on 2005 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asset Pricing on the Johannesburg Stock Exchange written by Paul Van Rensburg and published by . This book was released on 200? with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Study of Capital Asset Pricing Model Anomalies on the JSE written by Paul Andrew Lyles and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Capital Asset Pricing Model and Arbitrage Pricing Theory on the Johannesburg Stock Exchange written by Davidson Sinclair Richard and published by . This book was released on 1993 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The usefulness of the capital asset pricing model in different sectors of the Johannesburg Stock Exchange written by Harry Johannes Coetzee and published by . This book was released on 1978 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Capital Asset Pricing Model Test on the Johannesburg Stock Exchange written by Kabelo Keosi Mokgele and published by . This book was released on 2018 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Responses of Static and Dynamic Asset Pricing Models to Financial Market Anomalies in Istanbul Stock Exchange written by Vijdan Uğurluay and published by . This book was released on 2009 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Political and Economic Events 1988 to 1998 written by Costas Michael Stephanou and published by . This book was released on 1999 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A New Study Comparing the FAMA French Three Factor Model to the Capital Asset Pricing Model in the Johannesburg Securities Exchange to Ascertain Whether the FAMA French Applies to South Africa written by Larissa Brijlal and published by . This book was released on 2009 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Role of Migrants Remittances in an Unstable Low income Economy written by C. Chipeta and published by . This book was released on 2005 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing Asset Pricing Models written by Antonis Demos and published by . This book was released on 2016 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article applies a conditionally heteroskedastic asset pricing model to describe the time variation in the first and second moments of asset returns in an interdependent way in the emerging capital market of Greece. Depending on the observability of the factors and under the chosen parameterization it is possible to derive tests to address economically important questions that the models impose on the risk-return relationship. We apply the derived tests on the nine sectorial portfolios and the value weighted index of the Athens Stock Exchange, over the period 1985-1997. The evidence from the unconditional and conditional CAPM, with the Value Weighted Index as a benchmark portfolio, suggests the inefficiency of the Index. On the other hand, the dynamic latent factor model, considered here, describes sectorial returns in a much better way. However, there is still a shadow of doubt on the hypothesis that the price of risk is common across assets.
Download or read book Asset Pricing Models written by Christiaan Hermanus Dercksen and published by . This book was released on 2008 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Counterintuitive Investment Opportunities in the WSE Evidence from the Field of Asset Pricing written by Paulina Roszkowska and published by . This book was released on 2019 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: How mispriced is the equity in emerging economies? We join this academic discussion by studying stock returns in the contemporary stock market of Poland. We test for abnormal excess returns yield using classic and modern asset pricing models. We report the evidence of certain time-varying return patterns that show investment potential. While size, investment, and momentum effects are not unequivocal enough to advertise them as trading opportunities, strategies based on profitability and value anomaly are evident and persistent throughout different investment climates. Counterintuitively, at an aggregated level we report higher level of mispricing, and thus higher abnormal investment opportunities, in the period of bear market and stable macro-conditions (2000-2006) than during and after the recent global financial crisis (2007-2013). We advocate that in emerging stock markets, like the Warsaw Stock Exchange, investors' asset pricing skills outweigh the effect of international portfolio rebalancing in the process of asset pricing.
Download or read book Asset Pricing with Time varying Covariances written by Martin Scheicher and published by . This book was released on 1996 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The International Capital Asset Pricing Model written by Faeezah Peerbhai and published by . This book was released on 2011 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt:
