The capital asset pricing model is used to calculate the expected return of stock firm. Researcher has evaluated ten food processing companies based on its share prices either from National Stock Exchange or Bombay for period 2017-2018 2021-22. researcher cost equity and application in different market conditions with CAPM. CAPM can be applied risk controlling project synergy effects mergers ac...

As emphasized by Giovannini and Labadie (1991), empirical regularities involving nominal interest rates, asset prices, and inflation should be ultimately determined by money. The role of money, however, is almost neglected, particularly in terms of asset-pricing literature. This paper attempts to investigate the role of money in asset pricing in Japan. Specifically, it compares the empirical pe...

According to the Capital Asset Pricing Model (CAPM), expected return and risk of security are related. Since January 2020, due COVID-19, numerous businesses failed adjust new reality grew dangerous unpredictable for their investors. The goal this research is assess how pandemic might impact asset pricing company betas. This study has utilized empirical data regression analysis measure beta CAPM...

During recession, many macroeconomic variables display higher levels of volatility. We show how introducing an AR(1)-ARCH(1) driving process into the canonical Lucas consumption CAPM framework can account for the empirically observed greater volatilty of asset returns during recessions. In particular, agents' joint forecasting of levels and time-varying second moments transforms symmetric-volat...

Las metodologías para el cálculo del riesgo de mercado han sido aplicadas principalmente a economías países desarrollados. En este trabajo investigación se propone utilizar CAPM determinar y rendimiento mínimo esperado las empresas sector corporativo Ecuador periodo 2009-2019. promedio analizaron 48 667 empresas, con base en la información obtenida Superintendencia Compañías, Valores Seguros (S...

The focus of this research was to determine and investigate the application Capital Asset Pricing Modeling (CAPM) technique in analyzing investment decisions particular banking stocks that specialize digital operating models. Investors generally follow IT or sector (Tech stocks) due sector's track record delivering high returns promise for even greater future. In sector, investors continue purs...