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مرجع تخصصی اطلاعات حسابداری - مقاله حسابداری 2012 ریسک مالی و ریسک سیستماتیک financial risk & systematic risk
و هو سریع الحساب

مقاله حسابداری 2012 ریسک مالی و ریسک سیستماتیک financial risk & systematic risk

یکشنبه 10 دی 1391 09:59 ب.ظ


Investigating the Relation between Systematic Risk and Efficiency Indicators Based on Pricing the Financial Assets in Companies Accepted in Tehran Stocks

P Akbari, M Chavoshani - 2012 - papers.ssrn.com
Abstract: The systematic risk (Beta) is one of effective factors in prospecting the stock
expected revenue. Given the systematic risk of general stock in various companies, the
financial investment is more creditable. Te present paper investigates that is there any


Multi Scale Systematic Risk (An Application on Tehran Stock Exchange)

RT Samaei - 2012 - textroad.com
ABSTRACT The capital asset pricing model (CAPM) states that the expected return on an
asset depends upon its level of systematic risk. The asset's systematic risk is measured
relative to that of the market portfolio. This paper attempts to estimate the CAPM at



A Study of the Effects of Company Size on Systematic Risk Based on the Capital Asset Pricing Model Among Accepted Companies in Tehran Stock Market

P Akbari, R Rostami, A Veismoradi - Journal of Management …, 2012 - papers.ssrn.com
Abstract: Systematic risk (beta) is one of the most effective factors in predicting the
appropriate required rate of return of portfolios. Understanding systematic risk of usual
portfolio of various companies helps investors consider financial investment, more ...

The theoretical relationship between systematic risk and financial (accounting) variables

RG Bowman - The Journal of Finance, 2012 - Wiley Online Library

 CONSIDERABLE EMPIRICAL RESEARCH HAS been directed to the relationship between
financial and accounting variables and market based measures of risk.'The results of this
research indicate that some financial (accounting) variables are highly correlated with



Determinants of systematic financial risk exposures of airlines in North America, Europe and Asia

CH Lee, CW Hooy - Journal of Air Transport Management, 2012 - Elsevier
A five-factor asset-pricing model is employed to estimate the systematic financial risk
exposure of airlines in North America, Europe and Asia between 1990 and 2010. Our panel
data reveal that the risk to North America airlines is positively related to operating
.

Systematic Risk Management and Profitability: A Case Study of Selected Financial Institutions in Sri Lanka

B Nimalathasan… - Global Journal of …, 2012 - journalofbusiness.org
Abstract The main objective of the study is to identify the impact of Systematic risk
management on Profitability, during 2007 to 2011 (05 years). In the present study,
Systematic Risk Management [ie, Degree of Financial leverage (DFL) and Degree of


This is Your Portfolio on Winter Seasonal Affective Disorder and Risk Aversion in Financial Decision Making

LA Kramer, JM Weber - Social Psychological and Personality …, 2012 - spp.sagepub.com
Abstract This study found that people who suffer from seasonal affective disorder (SAD)
displayed financial risk aversion that varied across the seasons as a function of seasonally
changing affect. The SAD-sufferers had significantly stronger preferences for safe choices

Financial integration and international risk sharing

Y Bai, J Zhang - Journal of International Economics, 2012 - Elsevier
Conventional wisdom suggests that financial liberalization can help countries insure against
idiosyncratic risk. There is little evidence, however, that countries have increased risk
sharing despite widespread financial liberalization. We show that the key to

 

Financial risk measurement of small and medium-sized companies listed in Bombay Stock Exchange

A Bhunia - wudpeckerresearchjournals.org
The present study investigates the financial risk factors of SMEs listed in Bombay stock
exchanges of India for the period from 2001 to 2011. Financial risk factors are important due
to its disorderly character within an organization. Moreover small and medium sized



A Recommendation of Model for Determining Companies' Financial Risk: An Empirical Analysis in the Istanbul Stock Exchange

M Yanartaş, F Kaya - International …, 2012 - …
Abstract This study aims at providing finance managers with a recommendation of model
which may contribute to managing financial risk of a company in a secure way. The model
was designed on the basis of financial ratios and securities trade volume variance



Distressed, but not risky: Reconciling the empirical relationship between financial distress, market-based risk indicators, and stock returns (and more)

AK Ozdagli - aeaweb.org
Abstract Stock prices are a fundamental tool for identifying financially distressed firms.
However, contrary to conventional wisdom, distressed firms have lower stock returns, while
book-to-market values, frequently associated with distress, are positively related with stock



Modelling volatility and financial market risk of shares on the Johannesburg stock exchange

MR Makhwiting, M Lesaoana… - African Journal of …, 2012 - academicjournals.org
In this paper, we develop ARMA-GARCH type models for modelling volatility and financial
market risk of shares on the Johannesburg Stock Exchange under the assumption of a
skewed Student-t distribution. Daily data is used for the period 2002 to 2010. Severa



OF STOCK OPTION COMPENSATION ON MANAGERIAL RISK TAKING BEHAVIOR AND FIRM FINANCIAL PERFORMANCE THE GLOBAL FINANCIAL

G Aras, D Kurt - sobiad.org
Abstract The aim of this study is to figure out whether managerial risk taking behaviour and
firm financial performance is effected by stock option compensation. In literature stock option
compensation is mentioned as a means to solve agency problems. It is analysed how


THE COMPANY FUNDAMENTAL FACTORS AND SYSTEMATIC RISK IN INCREASING STOCK PRICE

A Jauharia Hatta… - Journal of …, 2012 - academicjournalonline.com
Abstract Some factors in increasing stock price can be interesting when they are scrutinized.
Whataffects the stock price so far has been the pursuit of any business recently. The
research isaimed at identifying the effect of company fundamental factors (Earning pe




Measuring the systematic risk of companies listed on the Ghana Stock Exchange

K Ocran - 2012 - air.ashesi.edu.gh
The Beta of a stock is an index which measures its volatility relative to the market rate of
return (Systematic risk). The beta of a stock is a critical component in not just valuing a stock
but a company as well. Beta gives investors a fair idea of the risk associated with a


Stock Liquidity Risk Pricing Model Driven by Systematic and Unsystematic Risk

YAN Yong-xin - Chinese Business Review, 2012 - davidpublishing.com
In the stock pricing, liquidity risk has become one of the important factors that affect the stock
realizable value. Systematic and unsystematic risk decided a stock's liquidity risk. The author
uses the stock price index growth rate and net outer disk ratio to describe a systematic and






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