Cost Of Equity Capital For Insurance Companies Listed In Saudi Stock Exchange

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.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.identifier.uri	http://e-biblio.univ-mosta.dz/handle/123456789/11246
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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