|
|
|
|
|
Vikram Mohite, Vibha Bhandari
Pág. 106 - 120
AbstractThe study investigates the financial market?s response during the period of last nine months starting from the day when first COVID-19 case was confirmed in India. This paper attempts to gauge the impact of rise in COVID-19 confirmed number of ca...
ver más
|
|
|
|
|
|
|
|
|
|
|
Rafaela Dezidério dos Santos Rocha and Márcio Laurini
The multifactor asset pricing model derived from the Fama?French approach is extensively used in asset risk premium estimation procedures. Even including a considerable number of factors, it is still possible that omitted factors affect the estimation of...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mimoun Benali, Karima Lahboub and Abdelhamid El Bouhadi
In this study, the reliability of the Fama?French Three-Factor model (FF3F) and the Carhart Four-Factor model (C4F) is examined thoroughly. In order to determine which of the asset pricing models is the best to explain portfolio returns on the Moroccan s...
ver más
|
|
|
|
|
|
|
|
|
|
|
Asmâa Alaoui Taib and Safae Benfeddoul
This study empirically tests and compares the performances of three famous financial asset valuation models in the Moroccan stock exchange: CAPM, the Fama and French three-factor model, and the Fama and French five-factor model. Our sample considers mont...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mikhail Vyacheslavovich Zharikov
The article is time relevant, since a number of countries, such as China and Russia, started pilot testing their digital currencies in 2020, due to the necessity of contactless means of payment during the coronavirus pandemic. The purpose of this researc...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cheol-Keun Cho and Bosung Jang
This paper explores the implications of consumption heterogeneity between domestic and foreign investors on the cross-section of stock returns in a host country. We argue that foreign investors in a small open economy integrated into global financial mar...
ver más
|
|
|
|
|
|
|
|
|
|
|
Merry Christina Situmeang, Forisnani Nazara
Pág. 1195 - 1027
This study aims to examine whether return on equity, current ratio, net profit margin, debt to equity ratio and debt to asset ratio have an influence on stock returns in trading, service and investment sector companies listed on the Indonesia Stock Excha...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yi-Chang Chen, Shih-Ming Kuo, Yonglin Liu, Zeqiong Wu and Fang Zhang
Most of the growth forecasts in analysts? evaluation reports rely on human judgment, which leads to the occurrence of bias. A back-propagation neural network (BPNN) is a financial technique that learns a multi-layer feedforward network. This study aims t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nelly Nattasyah Sagala, Deasy Arisandy Aruan, Jefry Sumonang Hendrikus Situmorang, Eben Ezer Sinaga
Pág. 1663 - 1676
This study aims to understand the effect of operating cash flow, accounting profit, current ratio, total asset turnover on stock returns in consumer goods industrial sector companies listed on the IDX for the 2017-2020 period. This study uses a purposive...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jean-Marc Le Caillec
In this paper, we present the results of nonlinearity detection in Hedge Fund price returns. The main challenge is induced by the small length of the time series, since the return of this kind of asset is updated once a month. As usual, the nonlinearity ...
ver más
|
|
|
|
|
|