RELATIONSHIP BETWEEN RISK AND COMMON STOCK REURN IN CML AND CAPM
| المصدر: | المجلة العلمية للاقتصاد والتجارة |
|---|---|
| الناشر: | جامعة عين شمس - كلية التجارة |
| المؤلف الرئيسي: | Wagdi, Osama (AUTH.) |
| المجلد/العدد: | ع2 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2014
|
| الشهر: | إبريل |
| الصفحات: | 1 - 16 |
| ISSN: |
2636-2562 |
| رقم MD: | 664652 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
20
| المستخلص: |
The present research aims to an overview of risk and return in stock market. CML, CAPM & other model are the most common models analysis the relationship between Risk and Return. The population of the study was 40 common stock; from USA, UK, Egypt and Saudi Arabia During the period from January 1990 to September 2013. Finally, the study found that total risk explains (50.6%) of common stock return at the 1% level of significance, but this explanation cannot found for return from systematic risk that measured Estimate beta coefficient according to (CAPM), so the study has accept (CML), rejection (CAPM), The study found need to develop (CAPM) by new methodology; It will Change the basis of Estimate beta coefficient; we suggest by relying on economic growth as the basis for estimating beta coefficient rather than market indices. |
|---|---|
| ISSN: |
2636-2562 |
عناصر مشابهة
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The Relationship between Risk and Return in the Saudi Stock Market
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Risk Factors Priced in the Value-Weighted Monthly Excess Returns of Common Equities Listed in the NYSE Stock Market
بواسطة: Al Hogail, Raed Bin Abd Allah منشور: (1999) -
Th Empirical Relationship Between Expected Return and Rick in the Amman Stock Exchange
بواسطة: Maghyereh, Aktham منشور: (2003) -
Investigating the Relation Ship between Market Risk-Adjusted Dividend Policy and Price-to-Book Ratio : Evidence from Amman Stock Exchange
بواسطة: منصور، شرف الدين منشور: (2017) -
AN ANALYSIS OF THE RELATIONSHIPS AMONG STOCK PRICES AND RETURNS DIVIDENDS AND EARNINGS IN THE UK STOCK MARKET
بواسطة: Al Twaijry, Abd Alrahman A. M. منشور: (2006)
