The study examined the validity of the Turkish versions of three forgiveness-related questionnaires: the Conceptualizations of Forgiveness Questionnaire, the Forgivingness Questionnaire, and the Disposition to Seek Forgiveness Questionnaire. These questionnaires were translated from English to Turkish. The study also compared Turkish and French participants’ scores on these scales. The sample c...

The chances that a teacher will intervene in a case of bullying appear to be associated with several variables, which may be resumed as the confidence that he has in his capability to deal with problems at school. In accordance with Social Cognitive Theory and Attribution Theory, the three-factor model of self-confidence was used to investigate the differences between preservice teachers (PSTs)...

Matched to the proportions found in the U.K. census data for a range of demographic variables (age, sex, and socioeconomic status) 123 participants were tested on the Wechsler Adult Intelligence Scale-Revised (WAIS-R) and a test of the minimum presentation time required to identify tachistoscopically presented words. The correlations between the sum of the scaled scores for Full, Verbal, and Pe...

We introduce a factor approach to performance measurement of global ESG equity investments. construct pure portfolios (PFP) following Fama-MacBeth; then, applying Fama-French (FF) spanning regressions that simultaneously test and the validity adding new factors FF 5-factor model. To address endogeneity, we use GMM-IV estimator. Our do not generate significant alphas during 2015-2019, corroborat...

Since the establishment of the Shanghai Stock Exchange (SHSE) in 1990 and the Shenzhen Stock Exchange (SZSE) in 1991, China’s stock markets have expanded rapidly. Although this rapid growth has attracted considerable academic interest, few studies have examined the ability of conventional financial models to predict the share price movements of Chinese stock. This gap in the literature is signi...

This paper tests a multi-factor asset pricing model that does not assume the return’s beta coefficients are constants. is done by estimating generalized arbitrage theory (GAPT) using price differences. An implication of GAPT when differences instead returns, constant. We employ adaptive (AMF) to test utilizing Groupwise Interpretable Basis Selection (GIBS) algorithm identify relevant factors fr...

Fama and French (1992) show that size and book-to-price dominate CAPM beta and other variables such as the price-earnings ratio and dividend yield in explaining the cross-section of US stock returns. Comparable evidence for the UK points to a book-to-price effect, but not a size effect (Chan and Chui, 1996; Strong and Xu, 1997). In this paper, our first contribution is to show that a measure of...

This empirical test aims to estimate the beta parameters of risk premium and other factors compare performance single-index model, Fama Frech three five-factor models. The sample used as study object is companies in property real estate subsector with data collected from datastream Thomson Reuters January 2014 December 2018. results are consistent previous studies that asset pricing using Frenc...