{ "@graph" : [ { "@id" : "http://semantics.gr/authorities/EKT-voc-classifier/563252329", "@type" : "skos:Concept", "broader" : "http://semantics.gr/authorities/EKT-voc-classifier/147998474", "exactMatch" : [ "http://id.loc.gov/authorities/subjects/sh85048256", "http://vocabularies.unesco.org/thesaurus/concept663", "http://semantics.gr/authorities/EKT-voc/563252329", "http://semantics.gr/authorities/ekt-unesco/751973306", "http://semantics.gr/authorities/LC-gr/xrhmatooikonomika" ], "narrower" : [ "http://semantics.gr/authorities/EKT-voc-classifier/1934668767", "http://semantics.gr/authorities/EKT-voc-classifier/1456609109" ], "note" : { "@language" : "en", "@value" : "isi - Business, Finance covers resources primarily concerned with financial and economic correlations, accounting, financial management, investment strategies, the international monetary system, insurance, taxation, and banking." }, "prefLabel" : [ { "@language" : "en", "@value" : "Finance" }, { "@language" : "el", "@value" : "Χρηματοοικονομικά" } ] }, { "@id" : "http://semantics.gr/authorities/openarchives-item-types/Journal-part", "@type" : "skos:Concept", "broader" : "http://semantics.gr/authorities/openarchives-item-types/Issue-segment", "prefLabel" : [ { "@language" : "en", "@value" : "Publication in journal" }, { "@language" : "el", "@value" : "Δημοσίευση σε περιοδικό" } ] }, { "@id" : "http://semantics.gr/authorities/openarchives-item-types/Scientific-article", "@type" : "skos:Concept", "broader" : "http://semantics.gr/authorities/openarchives-item-types/arthro", "prefLabel" : [ { "@language" : "en", "@value" : "Scientific article" }, { "@language" : "el", "@value" : "Επιστημονικό άρθρο" } ] }, { "@id" : "https://www.openarchives.gr/aggregator-openarchives/edm/aggregation/provider/000010-article_1113%231", "@type" : "ore:Aggregation", "aggregatedCHO" : "https://www.openarchives.gr/aggregator-openarchives/edm/spoudai/000010-article_1113", "dataProvider" : "Πανεπιστήμιο Πειραιώς", "isShownAt" : "https://spoudai.unipi.gr/index.php/spoudai/article/view/1113", "provider" : "Greek Aggregator OpenArchives.gr | National Documentation Centre (EKT)", "rights" : "other" }, { "@id" : "https://www.openarchives.gr/aggregator-openarchives/edm/spoudai/000010-article_1113", "@type" : "edm:ProvidedCHO", "creator" : "Καρανίκας, Ευάγγελος", "description" : { "@language" : "en", "@value" : "The cross-sectional relationship between firm-specific characteristics and average stock\nreturns has attracted a significant amount of attention in the financial literature, especially in\nthe U.S. Because these patterns are not explained by the CAPM, they are called CAPM\nregularities or anomalies. This paper provides evidence on the role of size, book-to-market ratio\nand dividend yields on average stock returns in the ASE for the period from January 1991 to\nMarch 1997. Following Fama and MacBeth's cross-sectional regression methodology enhanced\nwith Shanken's adjustments for the Errors In Variables problem, a statistically significant positive\nrelationship between the book-to-market ratio, dividend yield and average stock returns is\nreported. The market capitalisation variable (\"size effect\") does not seem to explain a significant\npart of the variation in average returns." }, "format" : "application/pdf", "identifier" : "https://spoudai.unipi.gr/index.php/spoudai/article/view/1113", "language" : "eng", "publisher" : { "@language" : "en", "@value" : "University of Piraeus" }, "relation" : "https://spoudai.unipi.gr/index.php/spoudai/article/download/1113/1192", "dc:rights" : { "@language" : "en", "@value" : "Copyright (c) 2000 SPOUDAI - Journal of Economics and Business" }, "source" : [ { "@language" : "en", "@value" : "SPOUDAI - Journal of Economics and Business; Vol 50, No 1-2 (2000); 40-57" }, "2241-424X", "Σπουδαί - Journal of Economics and Business", "1105-8919" ], "subject" : [ { "@language" : "en", "@value" : "Capital market" }, { "@language" : "en", "@value" : "Prices" }, { "@id" : "http://semantics.gr/authorities/EKT-voc-classifier/563252329" }, { "@language" : "el", "@value" : "Αγορά χρήματος" }, { "@language" : "el", "@value" : "Διαχείριση χαρτοφυλακίου" }, { "@language" : "en", "@value" : "Portfolio management" }, { "@language" : "el", "@value" : "Κεφαλαιαγορά" } ], "title" : [ { "@language" : "en", "@value" : "CAPM regularities for the Athens Stock Exchange" }, { "@language" : "el", "@value" : "CAPM regularities for the Athens Stock Exchange" } ], "type" : [ "info:eu-repo/semantics/publishedVersion", { "@id" : "http://semantics.gr/authorities/openarchives-item-types/Journal-part" }, { "@id" : "http://semantics.gr/authorities/openarchives-item-types/Scientific-article" }, "info:eu-repo/semantics/article" ], "created" : "2000-01-01" } ], "@context" : { "exactMatch" : { "@id" : "http://www.w3.org/2004/02/skos/core#exactMatch", "@type" : "@id" }, "prefLabel" : { "@id" : "http://www.w3.org/2004/02/skos/core#prefLabel" }, "narrower" : { "@id" : "http://www.w3.org/2004/02/skos/core#narrower", "@type" : "@id" }, "note" : { "@id" : "http://www.w3.org/2004/02/skos/core#note" }, "broader" : { "@id" : "http://www.w3.org/2004/02/skos/core#broader", "@type" : "@id" }, "rights" : { "@id" : "http://www.europeana.eu/schemas/edm/rights" }, "provider" : { "@id" : "http://www.europeana.eu/schemas/edm/provider" }, "isShownAt" : { "@id" : "http://www.europeana.eu/schemas/edm/isShownAt", "@type" : "@id" }, "dataProvider" : { "@id" : "http://www.europeana.eu/schemas/edm/dataProvider" }, "aggregatedCHO" : { "@id" : "http://www.europeana.eu/schemas/edm/aggregatedCHO", "@type" : "@id" }, "type" : { "@id" : "http://purl.org/dc/elements/1.1/type" }, "source" : { "@id" : "http://purl.org/dc/elements/1.1/source" }, "subject" : { "@id" : "http://purl.org/dc/elements/1.1/subject" }, "language" : { "@id" : "http://purl.org/dc/elements/1.1/language" }, "relation" : { "@id" : "http://purl.org/dc/elements/1.1/relation", "@type" : "@id" }, "identifier" : { "@id" : "http://purl.org/dc/elements/1.1/identifier" }, "creator" : { "@id" : "http://purl.org/dc/elements/1.1/creator" }, "format" : { "@id" : "http://purl.org/dc/elements/1.1/format" }, "description" : { "@id" : "http://purl.org/dc/elements/1.1/description" }, "title" : { "@id" : "http://purl.org/dc/elements/1.1/title" }, "created" : { "@id" : "http://purl.org/dc/terms/created" }, "publisher" : { "@id" : "http://purl.org/dc/elements/1.1/publisher" }, "ore" : "http://www.openarchives.org/ore/terms/", "owl" : "http://www.w3.org/2002/07/owl#", "svcs" : "http://rdfs.org/sioc/services#", "skos" : "http://www.w3.org/2004/02/skos/core#", "rdfs" : "http://www.w3.org/2000/01/rdf-schema#", "rdaGr2" : "http://rdvocab.info/ElementsGr2/", "edm" : "http://www.europeana.eu/schemas/edm/", "ekt" : "https://www.semantics.gr/authorities/schemanamespaces/ekt#", "doap" : "http://usefulinc.com/ns/doap#", "rdf" : "http://www.w3.org/1999/02/22-rdf-syntax-ns#", "xalan" : "http://xml.apache.org/xalan", "dcterms" : "http://purl.org/dc/terms/", "wgs84_pos" : "http://www.w3.org/2003/01/geo/wgs84_pos#", "foaf" : "http://xmlns.com/foaf/0.1/", "crm" : "http://www.cidoc-crm.org/rdfs/cidoc_crm_v5.0.2_english_label.rdfs#", "dc" : "http://purl.org/dc/elements/1.1/" } }