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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
91

Institutional investor sentiment, beta, and stock returns

Wang, Wenzhao 09 March 2020 (has links)
Yes / This paper examines the role of institutional investor sentiment in determination of the beta-return relation. Empirical evidence documents a positive (negative) beta-return relation over bearish (bullish) periods, implying that institutional investors can also be sentiment traders.
92

Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market.

Rehnby, Nicklas January 2016 (has links)
This essay will compare the capital asset pricing model (CAPM), Fama and French threefactor model and Carhart´s four-factor model, to see which of these models that can explain portfolio excess returns best on the Swedish stock market. This thesis will tempt to validate the three and four-factor models because of the limited amount of research done on the Swedish stock market. The results indicate that the three-factor model improves explanatory power for portfolio returns in comparison to the CAPM, and the four-factor model gives a small improvement in the explanatory power compared to the three-factor model. The results also indicate that all models have a low explanatory power when the market is volatile.
93

Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate

Grammenidis, Ackis, Fattor, Anna January 2009 (has links)
<p>1.3. Research Questions.</p><p>With this in mind, the research questions of this work are:</p><p>1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems?</p><p>2. What happens to this model when the risk free rate approaches zero?</p><p>3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?</p>
94

Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate

Grammenidis, Ackis, Fattor, Anna January 2009 (has links)
1.3. Research Questions. With this in mind, the research questions of this work are: 1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems? 2. What happens to this model when the risk free rate approaches zero? 3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?
95

Essyas on public macroeconomic policy /

Prado, José Maurício. January 2007 (has links) (PDF)
Univ., Diss.--Stockholm, 2006. / Enth. 3 Beitr.
96

Rekursive Präferenzen und das Equity Premium Puzzle : eine empirische Analyse des deutschen Kapitalmarkts /

Köster, Michael. January 2007 (has links)
Universiẗat, Diss./07--Ingolstadt, 2006.
97

Essays on asset pricing, consumption and wealth /

Li, Qi. January 2004 (has links) (PDF)
Calif., Univ., Dep. of Management Science and Engineering, Diss.--Stanford, 2004. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 4 Beitr.
98

Asymmetric information and financial markets /

Ozsoylev, Han Nazmi. January 2004 (has links) (PDF)
Minn., Univ. of Minnesota, Diss.--Minneapolis, 2004. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 3 Beitr.
99

Investing when knowledge is limited : essays in financial economics /

Walden, Johan. January 2005 (has links) (PDF)
Conn., Yale Univ., Diss.--New Haven, 2005. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 3 Beitr.
100

Essays on stock momentum and asset liquidity /

Sadka, Ronnie. January 2003 (has links) (PDF)
Ill., Northwestern Univ., Diss.--Evanston, 2003. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 4 Beitr.

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