Essays about: "International Asset Pricing Model"
Showing result 6 - 9 of 9 essays containing the words International Asset Pricing Model.
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6. Think on the Downside: Multifactor asset pricing models based on downside risk and their performance relative to the CAPM, FF3F and Momentum
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper introduces two new measures of asset performance in a downside risk--reward framework. The first measure, Omega--H, is an extension of the Omega ratio from Keating and Shadwick (2002a) that captures an asset's idiosyncratic downside risk and upside potential. READ MORE
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7. Property Tax Reform in China : Optional property tax proposals and the effects on residence price
University essay from KTH/Bygg- och fastighetsekonomiAbstract : This paper gives some theoretical instructions of China’s property tax reform which include the reform of land lease system, the design of tax base, tax rates and tax relief, and also provides some interesting property tax proposals for Shanghai and estimates the effects of property tax reform on residence price.This paper selects a case study of Shanghai which can provide useful methods or findings to other cases characterized by similar traits and situations. READ MORE
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8. Ownership restriction and stock price: Empirical study from Chinese stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Market segmentation and restrictions on investment options lead to different required return by different groups of investors and thus result in different pricing of shares that are for domestic investors only and shares that are available to foreign investors even when the two types of shares have same rights on dividends and control over the company. Normally the domestic-only shares trade at a discount compared to their corresponding shares available to foreigners however the A shares and H shares in the Chinese stock market shows an opposite pattern. READ MORE
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9. Exchange rate risk and its determinants. : Evidence from international stock markets
University essay from Nationalekonomiska institutionenAbstract : This paper evaluates if international stock markets are exposed to fluctuation in the exchange rate and whether this exposure is related to exports, imports and inflation. Eight countries are studied: Australia, Belgium, Brazil, Hong Kong, Sweden, Switzerland, the United Kingdom and the United States. READ MORE
