This study uses US implied cost of equity observations to compare the CAPM with both ex
ante and ex post versions of the Fama-French three-factor model. The ex ante version is a …

Zusammenfassung Eugene Fama und Kenneth French haben 1992 und 1993 ein
erweitertes Modell zur Bewertung riskanter Finanztitel geschaffen. Dieses Fama-French …

Capital market anomalies are empirical results that seem to be unexplained by the Capital
Asset Pricing Model. The dissertation analyzes whether anomalies that existed in the past …

Financial technology (Fintech) has become an emerging and powerful tool that contributes
to the advancement of finance research. With the recent development of Fintech, machine …

Abstract1 Financial and investment issues are one of the essential areas of every person's
life that make one makes many decisions in different situations and it is the beliefs of the …

Expected stock returns are one of the most relevant variables in finance, both among
practitioners and academics. Unfortunately, they are unobservable and thus suitable proxies …

The fundamental feature of security analysis is its valuation by measuring the association
between the security's return and the related risk factors. Markowitz's Modern Portfolio …

[ES] Ensayos realizados para el mercado de valores Español durante el periodo de 1990-
2016 (317 meses), indican que los factores de mercado, tamaño e inversión del modelo de …

هدف این پژوهش بررسی تأثیر ریسک ورشکستگی بر بازده موردانتظار سهامداران و یا
بهعبارتدیگر قیمت‌گذاری ریسک ورشکستگی در سطح سهام انفرادی با استفاده از دادههای مربوط به …‎

The main purpose of this study is analyzing the effect of default risk on the individual stocks'
expected returns, in the other words pricing the default risk, in Iran's capital market. To this …