Investigating and Comparing Some Consumption-Based Asset Pricing Models: The Case of Iran
Studies of last two decades refer to limits on the classical models of asset pricing such CAPM and CCAPM. In this article we make adjustments in CCAPM model and have been estimated modified models for the economy of Iran from 1988 to 2011. These models are HCCAPM and SCCAPM that in them investigate...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-10-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/1552 |