There has been an extensive debate on the relationship between real economy and stock
market performance especially in the context of emerging markets. This article examines the …

Capital Asset Pricing Model is widely used by investors to estimate the return or the moving
behavior of the stock and Markowitz Model is employed to achieve portfolio diversification …

Resumen las metodologías para el cálculo del riesgo de mercado han sido aplicadas
principalmente a economías de países desarrollados. En este trabajo de investigación se …

Purpose This study aims to verify the significance of Andersen (2008) corporate risk
management (CRM) framework in Asian emerging markets (AEMs) to control firm risk and …

Over the years, several studies have been done by researchers and practitioners to
understand the significance of adopting Mergers & Acquisitions (M&A) strategy by …

We invoke theories of dividend policy and asset pricing to investigate the impact of dividend
changes on stock price risk, stock returns, and the cross-sectional risk-return tradeoff. We …

Resumen REYES-CLAVIJO, Marco Antonio; INOS-LUZURIAGA, Luis Gabriel; ORELLANA-
OSORIO, Iván Felipe y TONON-ORDONEZ, Luis Bernardo. Capital Asset Pricing Model …

This paper tries to review the theories and empirical evidences on various issues related to
alternative capital asset pricing models. First it presents a brief review on various theories of …

Abstract Capital Asset Pricing Model (CAPM) is one of the most widely used models for
estimating returns in the investment world. Many relevant studies have shown that CAPM …

This research aims to study the usefulness of CAPM in predicting total shareholders return,
and its effectiveness in a UK-listed stock portfolio. Pearson Co. chose to compute the equity …