Essays about: "the CAPM"
Showing result 16 - 20 of 237 essays containing the words the CAPM.
-
16. Does CSR Actually Hurt Profitability? A Study on the Impact of US Firms' Corporate Social Responsibility Performance on Accounting and Market Metrics of Financial Profitability
University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategiAbstract : Researchers have long investigated the relationship between firms' corporate social responsibility (CSR) performance and corporate financial performance (CFP) without reaching a consensus. Several scholars highlight the multiple economic benefits that firms increasing CSR performance can enjoy. READ MORE
-
17. Two Channels, One Anomaly: Diagnosing the Investment Effect
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The investment effect is driven by Zhang's rational direct discount-rate channel in the short term but by a non-rational indirect profitability channel in the long term. Unifying Zhang's production based asset pricing with Bordalo et al. READ MORE
-
18. CAPM Beta and Geopolitical Risk
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. READ MORE
-
19. Mispricing of Climate Risk
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE
-
20. Stock Market Volatility in the Context of Covid-19
University essay from Jönköping University/IHH, FöretagsekonomiAbstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE