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Wyświetlanie 1-9 z 9
Tytuł :
The Bayesian Method in Estimating Polish and German Industry Betas. A Comparative Analysis of the Risk between the Main Economic Sectors from 2001–2020
Autorzy :
Ewa Feder‑Sempach
Piotr Szczepocki
Pokaż więcej
Temat :
industry beta
capm
markov chain monte carlo
polish stock market
german stock market
Economics as a science
HB71-74
Źródło :
Comparative Economic Research, Vol 25, Iss 2, Pp 45-60 (2022)
Opis pliku :
electronic resource
Relacje :
https://czasopisma.uni.lodz.pl/CER/article/view/13827; https://doaj.org/toc/1508-2008; https://doaj.org/toc/2082-6737
Dostęp URL :
https://doaj.org/article/b23eeec472a64aec92bb71a7506aa70c
Czasopismo naukowe
Tytuł :
Relative Firm Profitability and Stock Return Sensitivity to Industry-Level News
Autorzy :
Hao, Shengquan
Jin, Qinglu
Zhang, Guochang
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Temat :
Relative profitability
Industry-level news
Return sensitivity
Industry beta
Relacje :
http://repository.ust.hk/ir/Record/1783.1-34616; The Accounting review, v. 86, (4), July 2011, p. 1321-1347; https://doi.org/10.2308/accr-10042; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0001-4826&rft.volume=86&rft.issue=4&rft.date=2011&rft.spage=1321&rft.aulast=Hao&rft.aufirst=Shengquan&rft.atitle=Relative+Firm+Profitability+and+Stock+Return+Sensitivity+to+Industry-Level+News&rft.title=The+Accounting+review; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000292963600009; http://www.scopus.com/record/display.url?eid=2-s2.0-80052433111&origin=inward
Dostępność :
https://doi.org/10.2308/accr-10042
http://repository.ust.hk/ir/Record/1783.1-34616
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0001-4826&rft.volume=86&rft.issue=4&rft.date=2011&rft.spage=1321&rft.aulast=Hao&rft.aufirst=Shengquan&rft.atitle=Relative+Firm+Profitability+and+Stock+Return+Sensitivity+to+Industry-Level+News&rft.title=The+Accounting+review
http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000292963600009
http://www.scopus.com/record/display.url?eid=2-s2.0-80052433111&origin=inward
Czasopismo naukowe
Tytuł :
台灣產物保險市場之權益資金成本 ; The Cost of Equity Capital in Taiwan Non-Life Insurance Market
Autorzy :
張士傑
黃雅文
張孝銓
Pokaż więcej
Temat :
費率自由化
資本資產定價模型
Fama-french 三因子模型
完備資訊方法
Premium deregulation
CAPM
FF3
Full-information industry beta
Opis pliku :
175 bytes; text/html
Relacje :
保險經營與制度, 9(2), 127-154
Dostępność :
http://nccur.lib.nccu.edu.tw//handle/140.119/64595
Tytuł :
台灣產物保險業之資本風險係數、資金成本與費率自由化
Autorzy :
張孝銓
Chang, Hsiao Chuan
Pokaż więcej
Temat :
費率自由化
資金成本
資本資產定價模型
Fama-French三因子模型
完備資訊方法
deregulation
cost of capital
capital asset pricing model
Fama-French three-factor model
full-information industry beta method
Opis pliku :
101801 bytes; 206233 bytes; 164777 bytes; 192898 bytes; 449595 bytes; 250147 bytes; 357942 bytes; 453169 bytes; 287159 bytes; 233250 bytes; 570615 bytes; application/pdf
Relacje :
中文部分; 1. 張士傑(2008),「費率自由化監理指標:資本結構、資金成本與核保利潤」,《風險與保險雜誌》,第17期,頁2-9。; 2. 張士傑、黃雅文、詹淑卿(2008),「產物保險公司之核保績效:台灣市場1999-2003之實證研究」,《保險經營與制度》,第7卷,第1期,1-19。; 3. 藍順得(2008),「企業鑑價制度與發展趨勢」,《證券櫃檯雙月刊》,第136期,頁19-21。; 4. 曾武仁(2007),「費率自由化與市場競爭秩序」,《核保學報》,第15卷,頁217-229。; 5. 王美晴(2007),「金控公司下金融業之權益資金成本」,未出版碩士論文,國立中正大學財務金融研究所。; 6. 陳柏燿(2005),「從費率自由化之實施剖析台灣汽車險之未來」,未出版碩士論文,國立政治大學經營管理碩士學程風險管理組。; 7. 財政部保險司(2002),「產險費率自由化時程計畫」,台財保字第0900074088號函。; 英文部分; 1. Cox, L. A. and G. L. Griepentrog (1988). The pure-play cost of equity for insurance divisions. Journal of Risk and Insurance 55(3), 442-452.; 2. Chatterjee, S., A. S. Hadi and B. Price (2000). Regression annlysis by sample, J. Wiley & Sons.; 3. Cummins, J. D. and S. E. Harrington (1985). Property-liability insurance rate regulations: Estimation of underwriting betas using quarterly profit data. Journal of Risk and Insurance 52(1), 16-43.; 4. Cummins, J. D. and Lamm-Tennant D. (1994). Capital structure and the cost of equity capital in the property-liability insurance industry. Insurance: Mathematics and Economics 15, 187-201.; 5. Cummins, J. D. and G. P. Nini (2002). Optimal capital utilization by financial firms: Evidence from property-liability insurance. Journal of Financial Services Research 21, 15-54.; 6. Cummins, J. D. and R. D. Phillips (2005). Estimating the cost of equity capital for property-liability insurers. Journal of Risk and Insurance 72(3), 441-478.; 7. Dickinson, G. (2003). The search for an international accounting standard for insurance: Report to the Accountancy Task Force of the Geneva Association. Geneva Papers on Risk and Insurance: Issues and Practice 28(2), 151-175.; 8. Ehrhardt, M. C. and Y. N. Bhagwat (1991). A full-information approach for estimating divisional betas, Financial Management 20, 60-69.; 9. Fuller, R. J. and Kerr H. S. (1981). Estimating the divisional cost of capital: An analysis of the pure play technique. Journal of Finance 36, 997-1009.; 11. Fama, E. F. and K. R. French (1992). The cross-section of expected stock returns. Journal of Finance 47, 427-465.; 12. Fama, E. F. and K. R. French (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 39, 3-56.; 13. Fama, E. F. and K. R. French (1995). Size and book-to-market factors in earnings and returns. Journal of Finance 50, 131-155.; 14. Fama, E. F. and K. R. French (1996). Multifactor explanations of asset pricing anomalies. Journal of Finance 51, 55-84.; 15. Gordon, M. J. and P. J. Halpern (1974). Cost of capital for a division of a firm. Journal of Finance, 1153-1163.; 16. Graham, J. R. and C. R. Harvey (2001). The theory and practice of corporate finance: Evidence from the field. Journal of Financial Economics 60, 187-243.; 17. Girard, L. N. (2002). An approach to fair value of insurance liability using the firm’s cost of capital. North American Actuarial Journal 6, 18-41.; 18. Harrington, S. (1984). The impact of rate regulation on prices and underwriting results in the property-liability insurance industry: A survey. Journal of Risk and Insurance 51(4), 577-623.; 19. Joskow, P. L. (1973). Cartels, competition and regulation in the property-liability insurance industry. Bell Journal of Economics 4(2), 375-427.; 20. Kaplan, P. D. and J. D. Peterson (1998). Full-information industry betas, Financial Management 27, 85-93.; 21. Linter, J. (1965). The valuation of risk assets and selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics 47, 13-37.; 22. Lee, A. C. and J. D. Cummins (1998). Alternative models for estimating the cost of equity capital for property/casualty insurers. Review of Quantitative Finance and Accounting 10, 235-267.; 23. Matten, Ch. (1996). Managing Bank Capital: Capital Allocation and Performance Measurement, J. Wiley & Sons, Chichester et al.; 24. Myers, S. C. and J. A. Read, Jr. (2001). Capital allocation for insurance companies. Journal of Risk and Insurance 68, 545-580.; 25. Panjer, H. H. (1998). Financial Economics With Applications to Investments, Insurance, and Pensions (Schaumburg, IL: The Actuarial Foundation).; 26. Pope, Nat (2004). Deregulation in the Japanese insurance marketplace: Sizzle or fizzle? Journal of Insurance Regulation 22(3), 19-38.; 27. Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance 19, 425-442.; 28. Shirasu Y., Komoribayashi K. and Moridaira S. (2007). Estimation of capital beta and cost of capital: A focus on Japanese property insurance companies and lines of business. Asia-Pacific Risk and Insurance Association (APRIA).; 29. Wei, K. C. J. (1988). An asset-pricing theory unifying the CAPM and APT. Journal of Finance 43, 881-892.
Dostępność :
http://nccur.lib.nccu.edu.tw//handle/140.119/49682
Dysertacja/Praca dyplomowa
    Wyświetlanie 1-9 z 9

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