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FACTORS INFLUENCING STOCK PRICES FOR FIRMS LISTED IN THE NAIROBI STOCK EXCHANGE
6 references·2 citing·27 second hop
FACTORS INFLUENCING STOCK PRICES FOR FIRMS LISTED IN THE NAIROBI STOCK EXCHANGE (2011)FACTORS INFLUENCING STOCK PRICES FOR FIRM…Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets (2006)Empirical relationship betwee…Research Methodology: Methods and Techniques (2004)Research Methodology: Methods…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)THE VALUATION OF RISK ASSETS …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications (2021)Oil price volatility and the …Effects of Macroeconomic Volatility on Stock Prices in Kenya: A Cointegration Evidence from the Nairobi Securities Exchange (NSE) (2017)Effects of Macroeconomic Vola…An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Efficient Capital Markets: II (1991)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM (2010)The Role of Macroeconomic Variables on Stock Market Index in China and India (2011)The impact of Baidu Index sentiment on the volatility of China's stock markets (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The cost of capital, corporation finance and the theory of investment (2008)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Coherent Measures of Risk (1999)Dynamic Conditional Correlation (2002)Quantitative Research Methods : A Synopsis Approach (2017)Strategi Penelitian Kualitatif dan Kuantitatif Di Dalam Penelitian Agama (2020)BUSINESS RESEARCH METHODS (PHƯƠNG PHÁP NGHIÊN CỨU TRONG KINH DOANH) (2023)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 2004Research Methodology: Methods and Techniques10,197 cited
  • 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]6,804 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 2006Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets189 cited

Cited by

  • 2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications49 cited
  • 2017Effects of Macroeconomic Volatility on Stock Prices in Kenya: A Cointegration Evidence from the Nairobi Securities Exchange (NSE)

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11 cited