Search Results - "Macbeth"

Teaching Macbeth to muslim learners: an Islamic perspective by Othman, Khairiah, Mohamed Salleh, Rabiah Tul Adawiyah, Aziz, Fadhillah

“…Employing al-Attas’s methodology of Islamization of knowledge, Macbeth, the shortest but the most intense Shakespearean tragedy, will be evaluated and Islamized. …”
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Inculcating Islamic values in teaching Macbeth to Muslim learners by Othman, Khairiah, Mohamed Salleh, Rabiah Tul Adawiyah, Aziz, Nur fadilah

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Test Capital Asset Pricing Model accoridng to Fama-MacBeth Method based on UK Market by Guo, Yue

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Implementation strategies for a heritage trail linking the Great Southern shires in Western Australia by Hughes, Michael, Macbeth, J.

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Case Study: Visitor Perceptions of Captive Wildlife Tourism in a Western Australian Natural Setting by Hughes, Michael, Newsome, D., Macbeth, J.

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Test of CAPM in China Stock Market by Chen, Xin

“…Using the methodology of Fama and MacBeth (1973), I find that the market beta does not seem to play a significant role in explaining the cross-sectional returns, which is inconsistent with the conclusion of the previous research reached by Fama and MacBeth. …”
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Test of CAPM in China Stock Market by Chen, Xin

“…Using the methodology of Fama and MacBeth (1973), I find that the market beta does not seem to play a significant role in explaining the cross-sectional returns, which is inconsistent with the conclusion of the previous research reached by Fama and MacBeth. …”
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An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange 2001-2005 by Wu, Xinxin

“…Employing the approach proposed by Fama and MacBeth (1973) with modifications suggested by Pettengill et al. (1995), I reach a conclusion that is inconsistent with Fama and MacBeth (1973)'s finding as the unconditional CAPM is not valid in the SSE, while conditional CAPM is inapplicable either since there only exist weak insignificant beta-return relationship. …”
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The illiquidity premium: International Evidence by Amihud, Y., Hameed, A., Kang, W., Zhang, Huiping

“…The premium is measured by monthly return series on illiquid-minus-liquid stocks or by the coefficient of stock illiquidity estimated from cross-section Fama-MacBeth regressions. Second, there is a commonality across countries in the illiquidity return premium, controlling for common global return factors and variation in global illiquidity. …”
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Empirical study of black-scholes warrant pricing model on the stock exchange of Malaysia by Hong, Boon Kyun

“…Nevertheless, some regular empirical failures of the model have been noted (Macbeth & Merville, 1980; Lauterbach & Schultz, 1990). …”
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The Conditional Relation between Beta and Returns in the Hong Kong Stock Market. by Ho, Wai Kit

“…This significance conditional result is contradictedwith the early empirical result studied by Black et al. (1972) and Fama and MacBeth (1973). Nevertheless, it should be noted CAPM have been seriously criticized by Roll (1977) whose argue that CAPM itself is non-testable.…”
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Identify the Risk Factor in Asset Pricing: Total Skewness in Chinese Stock Markets by Yang, Mei

“…We investigate this relation with the data of Shanghai and Shenzhen Stock Exchange markets. We conduct the Fama-MacBeth procedure, and obtain almost the similar results as Zhang (2005)’s that a negative relation between skewness variables and expected return in U.S. stock market, though the relation between the cumulative skewness measures and expected return is close to zero and positive. …”
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The Conditional Relation between Beta and Returns in the Hong Kong Stock Market by HO, Wai Kit

“…This significance conditional result is contradicted with the early empirical result studied by Black et al. (1972) and Fama and MacBeth (1973). Nevertheless, it should be noted that those empirical tests of CAPM have been seriously criticized by Roll (1977) whose argue that CAPM itself is non-testable.…”
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An empirical study on the impacts of industry effect and macroeconomic conditions on corporate cash holdings: Evidence from UK firms by WANG, ZHENQIAN

“…By using pooled OLS regression model, Fama and MacBeth cross-sectional regression model, and fixed effects regression model, the result shows that the impacts of firm characteristics are generally consistent with the previous studies. …”
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The Evaluation of Asset Pricing Models in Hong Kong Stock Market by Chen, Ruoxi

“…The time series regression, cross sectional regression, GRS F-tests, Hansen and Jagannathan (1997) distance, the Fama-MacBeth (1973) t-test and the Shanken (1992) errors in variables (EIV) corrected t-test are used in this paper. …”
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TESTING RATIONAL EXPECTATION HYPOTHESIS ON FINANCIAL ANALYSTS EARNINGS FORECAST: A CASE STUDY IN UK by Dinh, Quang

“…Three statistical regression and test applied to test the rational expectation include pooled regression and Fama-MacBeth regression and Wald tests which have shown a consistent result of rejecting the efficiency of analysts forecast in the UK market. …”
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Testing the Sentiment-Scaled CAPM Model in China: Evidence from the Shanghai Stock Exchange by Sun, Shukun

“…Data For all the stocks listed on the Shanghai Stock Exchange (A shares) for the period of July 2001 to July 2020, monthly transaction and valuation data was obtained from the CSMAR database. Methodology Fama-Macbeth cross-sectional tests on CAPM, Fama-French three-factor model and sentiment-scaled CAPM using the 25 size and book-to-market ratio sorted portfolio returns. …”
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Empirical analysis about the applicability of the CAPM model and the Three-factor model in China by Lin, Aidi

“…For the test of CAPM model, I follow the method of Fama and MacBeth (1993) and conclude that the CAPM model does not perform well in my testing period. …”
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Malaysian TESL students` challenges : instructional use of video production. by Khojasteh, Laleh, Mukundan, Jayakaran, Shokrpour, Nasrin

“…Methodology: In this study an interpretive analysis was done on daily journals and observations of 42 Malaysian TESL students producing a video of a scene of a Shakespearean play, Macbeth. Peer assessment was then applied in order to give students a chance to evaluate their peers’ work. …”
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A multifactor approach of the APT versus the CAPM for the UK stock market by Briffa, Christian

“…By abiding to the methodology of Fama and MacBeth (1986) in comparing these two models, this study tries to identify which of the two models better explains the risk and return factors when modelled on 100 listed shares in the FTSE 100, which are also part of the FTSE All-share Index. …”
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