This paper re-examines the presence of the Sharpe–Treynor–Lintner–Mossin capital asset
pricing model (CAPM) in the finance literature and is accompanied by a bibliometric …

Central banks confront enormous hurdles in preserving the efficiency of their monetary
policies in the face of rapid technological improvements in the financial industry. The effects …

This article analyses the relationship between the volatility and sensitivity measures
determined based on accounting profitability ratios and those calculated based on rates of …

Purpose This study aims to investigate the association between board diversity and
systematic risk. The theoretical framework used in this study is based on agency and …

The main aim of the work is to test new and non-standard versions of CAPM, based on
accounting information and downside risk measures. Two innovative conditional CAPM …

Research background: Conventional CAPM is a well-known and tested theory on various
capital markets. It was also repeatedly rejected as a model of capital pricing. This article pro …

Accurately and efficiently estimating the carbon market risk is paramount for ensuring
financial stability, promoting environmental sustainability, and facilitating informed decision …

Abstrak Tujuan Penelitian: Penelitian ini mengevaluasi efisiensi pasar dengan
menggunakan Capital Asset Pricing Model (CAPM) pada saham Badan Usaha Milik Negara …

From an investor's point of view, the appropriate selection of a fund is an important issue.
When making such a choice, many elements should be considered. These include not only …

La finalidad de este escrito es realizar el comparativo al aplicar el modelo CAPM en los
diferentes activos de empresas que cotizan en la Bolsa de Valores, antes y después de la …