Sentence examples for using the market model from inspiring English sources

Using the market model residuals, the mean CARMM is 0.49 % and the median is 0.31%%.

Following the standard event study method, we measure expected returns using the market model and market-adjusted returns.

On the other hand, using the Market Model, the Expected Return is derived from the relation of a certain security with the market portfolio.

Market Model Estimation Window (Fig. 3) is the time span used to estimate the Market Model coefficients prior to the Pre-Event Window to avoid any interaction with the Event Window.

However, as Fama ([1991], pp. 1603 and 1604) proposes, '… [one can use] market model or historical average returns, to abstract from normal expected returns without putting unnecessary constraints on the cross-section of expected returns.' As a result, the Market Model is selected for the purposes of current research to assess the Expected Return of the selected securities.

It provides the context on the debate regarding the scope of centralized markets and further describes centrally and self-committed markets and the market models used in the simulations.

Therefore, we follow their approach and estimate the abnormal returns using the following modified market model: AR_{i,t} = R_{i,t} - R_{m,t}where r i,t is the return for firm i on day t and R m,t is the value-weighted market index return on day t.

In the late 1990s, Salesforce was one of a group of start-ups exploring ways to capture a share of the lucrative business software market using the leasing model, also called "software as a service" and "on-demand computing".

By using the network marketing business model, Aitch Tuoo uses personal contacts as his target market.

In that case, the initial price, the cash flows, and the adjustments should be appropriately accounted for when computing the actual hedger's endowment x t at time t using a particular market model.

But they launched with the vision of using the same model in other markets within the region.