Search Results - subject:"Accounting beta"

Conditional CAPM relationships in standard and accounting risk approaches

Rutkowska-Ziarko, Anna; Markowski, Lesław; Abdou, … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014534805

Market and accounting measures of risk: The case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks 10 (2022) 1, pp. 1-17

profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta …

Persistent link: https://www.econbiz.de/10013200905

Market and accounting measures of risk : the case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17

profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta …

Persistent link: https://www.econbiz.de/10012805424

Accounting beta as an indicator of risk measurement : the case of the Casablanca Stock Exchange

Faiteh, Anouar; Aasri, Mohammed Rachid - In: Risks : open access journal 10 (2022) 8, pp. 1-13

accounting beta. The main objective of this research was to explore the relationship between market beta and accounting beta … calculated using ROA, ROE and net income to demonstrate the ability of accounting beta to measure risk for unlisted companies. To … accounting beta calculated using ROA and ROE significantly represents the market beta and is a satisfactory solution to calculate …

Persistent link: https://www.econbiz.de/10013368310

Conservatism in Corporate Valuation

Bach, Christian - School of Economics and Management, University of Aarhus - 2011

Using a CCAPM based risk adjustment model, consistent with general asset pricing theory, I perform corporate valuations of a large sample of stocks listed on NYSE, AMEX and NASDAQ. The model is different from the standard CAPM model in the sense that it discounts forecasted residual income for...

Persistent link: https://www.econbiz.de/10009293656