In this paper, we propose an extended five-factor asset pricing model in Egypt. Beside
market, size and book-to-market, we investigate whether earnings-to-price, sales-toprice …

This study discussed the Capital Assets Pricing model (CAPM) and its ability to measure the
required return, the researcher tested this model on Amazon Company listed in S&P 500 …

Investment is one of the economic growth factors of countries, especially in Indonesia.
Stocks is a form of investment, which is liquid. In determining the stock investment decisions …

Despite the extensive privatization achievements over the last decades, government
ownership of publicly traded companies remains pervasive around the world. Consistent …

Apesar de extensas conquistas da privatização nas últimas décadas, a governo ainda
permanece como acionista controlador de empresas de capital aberto em todo o mundo …

This paper calculated the (historical) betas of listed stocks in the chemicals and paints sector
of the Nigerian Stock Exchange over a 13-year period (2000-2012). The beta estimation of …

Este artigo analisa três modelos de apreçamento de ativos de risco, o CAPM (do inglês
capital asset pricing model), de Sharpe e Lintner, o modelo de três fatores, de Fama e …

This article examines three models for pricing risky assets, the capital asset pricing model
(CAPM) from Sharpe and Lintner, the three factor model from Fama and French, and the four …

Este trabalho tem como objetivo analisar o desempenho de longo prazo de uma estratégia
de investimento subsequente aos anúncios de programas de recompra de ações ocorridos …

This research focuses on a nonparametric approach of comparing the companies' business
performance. Since the financial ratios have become very popular in empirical research over …