The relationship between firm performance and systematic risk. A fundamental beta approach

• Κύριος συγγραφέας: Κουκής, Ιωάννης
• Άλλοι συγγραφείς: Σόγιακας, Βασίλειος
• Μορφή: Thesis
• Γλώσσα: English
• Έκδοση: 2020
• Θέματα: Capital Asset Pricing Model (CAPM); Systematic risk; Financial indicators; Sentiment; Μοντέλο αποτίμησης περιουσιακών στοιχείων; Συστηματικός κίνδυνος; Χρηματοοικονομικοί δείκτες; Ανάλυση συναισθήματος

In this disseration the relationship between firm’s performance and its systematic risk was at first stage investigated. The systematic risk was captured as an approach of the Capital Asset Pricing Model, which is one of the most important and most commonly used risk measurements. The beta coefficient o...