Determination of Arbitrage Pricing Factors in the Malaysian Stock Market

The equilibrium-pricing model using Arbitrage Pricing Theory (APT) has become one of the central models of modern financial theory. However, the APT is too general in determining the factors which influences expected returns. In this regard, the identification of factors is an issue with the most...

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Detaylı Bibliyografya
Yazar: Zakaria, Azhar
Materyal Türü: Tez
Dil:English
English
Baskı/Yayın Bilgisi: 2006
Konular:
Online Erişim:http://psasir.upm.edu.my/id/eprint/262/1/549135_t_gsm_2006_2.pdf