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Cost Of Equity Capital For Insurance Companies Listed In Saudi Stock Exchange
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| dc.contributor.author | Bendob Ali | |
| dc.date.accessioned | 2019-06-27T12:36:15Z | |
| dc.date.available | 2019-06-27T12:36:15Z | |
| dc.date.issued | 2018-01-31 | |
| dc.identifier.uri | http://e-biblio.univ-mosta.dz/handle/123456789/11246 | |
| dc.description.abstract | This study tests the capital asset pricing model (CAPM) for measuring the cost of equity capital. It analysis the heteroscedasticity problem in all insurance companies listed on the Saudi stock exchange during the period between 02/01/2010 to 13/11/2013. We conclude that there is the ARCH effect in the residue of CAPM to all the companies studied; which the CAPM model indicates is not qualified to estimate the cost of equity capital, especially during the period of higher volatility, and as such requires reliance on models (CAPM-GARCH) to estimate the cost of capital. | en_US |
| dc.language.iso | other | en_US |
| dc.relation.ispartofseries | ;vol.8/1 | |
| dc.subject | 1. CAPM 2. GARCH models 3. Cost of capital 4. Insurance companies 5. Saudi stock exchange | en_US |
| dc.title | Cost Of Equity Capital For Insurance Companies Listed In Saudi Stock Exchange | en_US |
| dc.type | Article | en_US |
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الإستراتيجية و التنمية [261]
Strategy and Development Review is an international, double-blind peer-reviewed, Bi-annual and free of charge, open-access journal published by the Faculty of Economic, Commercial Studies and Management Sciences- Abdelhamid ibn badis University – Mostaganem, Algeria. The journal focuses on the following topics: Economics; Management; Finance and Accounting. It provides an academic platform for professionals and researchers to contribute innovative work in the field. The journal carries original and full-length articles that reflect the latest research and developments in practical aspects of Economics, society and human behaviors. The journal is published in both print and online versions. The online version is free access and download. All papers around the world are very welcome in our International Journal. Manuscripts can be sent at any time for the tow issues (January and July) and cover the following relevant domains and topic of interest: Economics, Econometrics and Finance; Economics and Econometrics; Finance; Business, Management and Accounting; Accounting; Business and International Management; Marketing; Strategy and Management; Tourism, Leisure and Hospitality Management; Industrial relations; Islamic Economy.