Essays about: "Empirical Test on CAPM"

Showing result 1 - 5 of 14 essays containing the words Empirical Test on CAPM.

1. 1. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

   University essay from Blekinge Tekniska Högskola

   Author : Dimitrios Felekidis; Sylwia Buczek; [2022]
   Keywords : Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

   Abstract : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. READ MORE

3. 2. A European CSR study about the deviation of valuation

   University essay from Umeå universitet/Företagsekonomi

   Author : Pontus Persson; Tatiana Dykina; [2021]
   Keywords : “ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

   Abstract : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. READ MORE

4. 3. Risk Attitudes and the Equity Premium Puzzle: empirical tests in a cross-country setting

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Max Rylander; [2015]
   Keywords : Equity Premium Puzzle; Myopic Loss Aversion; Ambiguity Aversion; Cultural dimensions; Cultural stationarity;

   Abstract : This study utilises panel data, Equity Home Bias measurements and a two-stage estimation process incorporating one version of the international CAPM to extract comparable input data and test country-scores for risk preferences, risk aversion and time discounting as well as country scores on broader cultural dimensions, on country-estimates of the Equity Risk Premia. The risk attitude scores, which just recently have been made available, are such that they may proxy for irrational behaviours which have been theorized to explain the Equity Premium Puzzle, and enable a rigorous way to empirically test such an effect. READ MORE

5. 4. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Calum Johnson; [2015]
   Keywords : Asset Pricing Models; Portfolio Theory; Applied Mathematics; Finance; CAPM; Equities; UK;

   Abstract : The point of this thesis is to compare classic asset pricing models using historic UK data. It looks at three of the most commonly used asset pricing models in Finance and tests the suitability of each for the UK market. READ MORE

6. 5. Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices

   University essay from Umeå universitet/Företagsekonomi

   Author : Alice Annelin; [2014]
   Keywords : Volatility; Socially Responsible Investments; Renewable Energy Funds; GARCH; Correlations;

   Abstract : A growing concern among investors for social responsibility in relation to the business world and its effect on the environment, society, and government has increased and therefore different types of stock indices and funds that incorporate socially responsible ideals have been developed. However, a literature review revealed that there does not seem to be much information about the volatility of Green Funds or Socially Responsible Investments (SRI). READ MORE