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Title: | تحليل أثر أزمة كمبريدج أناليتيكا على عوائد أسهم شركة فيسبوك اعتمادا على نموذج تسعير الأصول )2019-2017( CAPM الرأسم |
Authors: | يحي, أقبوج, مشقف عنتر |
Keywords: | نموذج تسعير الأصية الرأسمالية العائد ’ المخاطرة. مردودية الأسهم CAPM- systematic risk- stock returns - Facebook- Cambridge Analytic scandal. |
Issue Date: | Jun-2019 |
Publisher: | Abdelhafid Boussouf University centre- Mila |
Abstract: | This study aims at measuring the impact of the Cambridge Analytic scandal on the profitability of Facebook shares between 2017/2019 using the capital asset pricing model. To reach this goal, we relied on weekly adjusted data for both the Facebook and NASDAQ-stock prices, Effective federal funds rate. We then estimated the beta β coefficients for three periods (pre-scandal period) and two periods after-scandal period, using the Simple linear regression model. The research concluded that there was a statistically significant relationship between return and risk. The results also showed the negative impact of the Cambridge Analytica crisis on the profitability of Facebook shares. |
URI: | http://dspace.centre-univ-mila.dz/jspui/handle/123456789/428 |
Appears in Collections: | Business and management economics |
Files in This Item:
File | Description | Size | Format | |
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330115011.pdf | 1,43 MB | Adobe PDF | View/Open |
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