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Can social media marketing lead to abnormal portfolio returns?

Bank, Semra; Yazar, Evrim Erdogan; Sivri, Ugur - In: European research on management and business economics 25 (2019) 2, pp. 54-62

This study tests the impact of usage of Twitter as a microblogging service provider on shareholders' returns and … Twitter account and, if so, their number of followers and tweets and the increase in the number of followers. The returns from … these portfolios indicate that better Twitter performance according to these metrics does not provide any significant …

Persistent link: https://www.econbiz.de/10012016588

Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy

Ziegler, Andreas; Busch, Timo; Hoffmann, Volker H. - 2009

restricted one-factor model based on the Capital Asset Pricing Model (CAPM). While our portfolio analysis shows negative …

Persistent link: https://www.econbiz.de/10011753169

Corporate responses to climate change and financial performance : the impact of climate policy

Ziegler, Andreas; Busch, Timo; Hoffmann, Volker - 2009

restricted one-factor model based on the Capital Asset Pricing Model (CAPM). While our portfolio analysis shows negative …

Persistent link: https://www.econbiz.de/10008732409

Analisis de portafolio

Velez-Pareja, Ignacio - MASTER CONSULTORES - 2009

portafolio de Markowitz y el model de valoracion de activos de capital CAPM. Tambien se incluye un procedimiento para derivar el …

Persistent link: https://www.econbiz.de/10010762998

A Simple Exposition of The Arbitrage Pricing Theory Approximation

Beggs, John J. - In: Australian Journal of Management 11 (1986) 1, pp. 13-22

This paper presents the Arbitrage Pricing Theory (APT) in a finite economy for the familiar case of quadratic utility functions. The standard APT result of a linear relationship between expected returns and the covariances of returns is shown to be approximately true, and an expression for the...

Persistent link: https://www.econbiz.de/10010769325

Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets

Mollet, Janick Christian; Ziegler, Andreas - In: Review of financial economics : RFE 23 (2014) 4, pp. 208-216

Persistent link: https://www.econbiz.de/10010442562

Is a night better than a day : empirical evidence

Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent economics & finance 2 (2014) 1, pp. 2-10

In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...

Persistent link: https://www.econbiz.de/10010474316

The profitability of the strategy linking fundamental, portfolio and technical analysis on the Polish Capital Market

Flotyński, Marcin - In: Folia oeconomica Stetinensia : FOS 16 (2016) 1, pp. 113-146

Persistent link: https://www.econbiz.de/10011713443

Liquidity and solvency of a company and the rate of return : an analysis of the Warsaw Stock Exchange

Zalewska, Justyna; Nehrebecka, Natalia - In: Central European economic journal 6 (2019) 53, pp. 199-220

of the capital asset pricing model (CAPM) model and analysed portfolios based on three liquidity ratios and four solvency … ratios, which were computed using the CAPM, Fama–French and Carhart models. The empirical study described in the article … significantly affect the sensitivity of the rate of return on shares to the risk factors expressed in the CAPM, Fama––French and …

Persistent link: https://www.econbiz.de/10012303197

The current trends and overview for portfolio management

Chang, Victor; Ni, Lihao; Zhang, Jingqi; Li, Taiyu - In: International journal of business and systems research … 14 (2020) 4, pp. 434-454

Persistent link: https://www.econbiz.de/10012506091