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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| Format: | Thesis |
| Language: | English English |
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2006
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| Online Access: | http://psasir.upm.edu.my/id/eprint/262/1/549135_t_gsm_2006_2.pdf |
