CAPM & FF3 for Grocery stores: Evidence from Kroger, Walmart and Target

Author:

Liu Yuwei

Abstract

The impact of COVID-19 on the global economy is significant to most of the industry, espically hotle industry or restrauant industry. In order to fight for the negative effect from COVID-19, the government applied a lot of conventional tools and made an increase on the amount of money supply. However, these activities lead to an uncontrol consequence, which is inflation. The purpose of this research is to aopte the CAPM and Fama & French models to evaluate the inflation effect on grocery stores. The data used to compute the result, is the historical stock price collected from Yahoo Finance. When comparing the results from CAPM and Fama & French models, Fama & French model display the effect from inflation more specificly than that in CAPM model. Nevertheless, both models conclude the inflation plays an important role on the market value of the business. These results indicate the degree of influence from Inflation on parituclar industry, along with supporting evidence from CAPM and Fama & French Models.

Publisher

Darcy & Roy Press Co. Ltd.

Reference16 articles.

1. Clarida R H, Burcu D B, Chiara S. The COVID-19 crisis and the federal reserve’s policy response[J]. Finance and Economics Discussion Series 202, 35: 1.

2. Annette V J. The treasury market in spring 2020 and the response of the federal reserve[J]. Journal of Monetary Economics 2021, 124: 19–47.

3. Bhutta N, Blair J, Dettling L, Moore K. COVID-19, the cares act, and families’financial security[J]. National Tax Journal, 2020, 73: 645–72.

4. Humphrey T M. The quantity theory of money: Its historical evolution and role in policy debates[J]. FRB Richmond Economic Review, 1974 60: 2–19.

5. Higher Rock Education and Learning, inc.. Free Online Economics Lessons for Students, Homeschoolers and Teachers[EB/OL]. Retrieved December 6, 2022, retrieved from https://www.higherrockeducation.org/blog/inflation-september-2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3