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Author : Ralf Östermark
Publisher :
ISBN 13 : 9789516493919
Total Pages : pages
Book Rating : 4.4/5 (939 download)
Download or read book Empirical Testing of the Arbitrage Printing Theory on the Finnish Stock Market written by Ralf Östermark and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anders Löflund
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.3/5 (97 download)
Download or read book Arbitrage Pricing Theory in a Small Open Economy written by Anders Löflund and published by . This book was released on 1992 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paavo Yli-Olli
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (65 download)
Download or read book Arbitrage Pricing Theory and Its Empirical Applicability for the Helsinki Stock Exchange written by Paavo Yli-Olli and published by . This book was released on 1989 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sungmoon Lee
Publisher :
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.:/5 (318 download)
Download or read book An Empirical Test of the Arbitrage Pricing Theory written by Sungmoon Lee and published by . This book was released on 1990 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Muhammad Mubeen
Publisher :
ISBN 13 :
Total Pages : 7 pages
Book Rating : 4.:/5 (13 download)
Download or read book Arbitrage Pricing Theory written by Muhammad Mubeen and published by . This book was released on 2015 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Equilibrium models have been widely studied in finance literature especially with respect to asset pricing theories. Validity of CAPM and Preference of APT over CAPM has been interest of academia as well as professionals. This research investigates number of potential factors explaining returns in Turkish markets as suggested by Ross (1980) when presented APT. For this purpose data of Istanbul Stock All exchanges from January 1, 2003 to December 31, 2013 has been used all the listed companies have been considered for this purpose. Our results suggest that in most of portfolios made for purpose of this research has two significant factors explaining returns although most of portfolios were having three orthogonal factors. It was rare that three factors were significantly explaining returns but it was not investigated that what are those factors.
Author : Christian Koch
Publisher : GRIN Verlag
ISBN 13 : 3640277856
Total Pages : 81 pages
Book Rating : 4.6/5 (42 download)
Download or read book The Arbitrage Pricing Theory as an Approach to Capital Asset Valuation written by Christian Koch and published by GRIN Verlag. This book was released on 2009-03 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 1996 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,3, European Business School - International University Schlo Reichartshausen Oestrich-Winkel, 160 entries in the bibliography, language: English, abstract: A "few surprises" could be the trivial answer of the Arbitrage Pricing Theory if asked for the major determinants of stock returns. The APT was developed as a traceable framework of the main principles of capital asset pricing in financial markets. It investigates the causes underlying one of the most important fields in financial economics, namely the relationship between risk and return. The APT provides a thorough understanding of the nature and origins of risk inherent in financial assets and how capital markets reward an investor for bearing risk. Its fundamental intuition is the absence of arbitrage which is, indeed, central to finance and which has been used in virtually all areas of financial study. Since its introduction two decades ago, the APT has been subject to extensive theoretical as well as empirical research. By now, the arbitrage theory is well established in both respects and has enlightened our perception of capital markets. This paper aims to present the APT as an appropriate instrument of capital asset pricing and to link its principles to the valuation of risky income streams. The objective is also to provide an overview of the state of art of APT in the context of alternative capital market theories. For this purpose, Section 2 describes the basic concepts of the traditional asset pricing model, the CAPM, and indicates differences to arbitrage theory. Section 3 constitutes the main part of this paper introducing a derivation of the APT. Emphasis is laid on principles rather than on rigorous proof. The intuition of the pricing formula and its consistency with the state space preference theory are discussed. Important contributions to the APT are classified and br
Author : Bruce Neal Lehmann
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (145 download)
Download or read book The Empirical Foundations of the Arbitrage Pricing Theory I written by Bruce Neal Lehmann and published by . This book was released on 1985 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Antti Korhonen
Publisher :
ISBN 13 : 9789516991354
Total Pages : 189 pages
Book Rating : 4.9/5 (913 download)
Download or read book Acta Academiae Oeconomicae Helsingiensis written by Antti Korhonen and published by . This book was released on 1977 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jianping Mei
Publisher : World Scientific
ISBN 13 : 9789810218393
Total Pages : 132 pages
Book Rating : 4.2/5 (183 download)
Download or read book New Methods for the Arbitrage Pricing Theory and the Present Value Model written by Jianping Mei and published by World Scientific. This book was released on 1994 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market.
Author : Anand Naimpally
Publisher :
ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.:/5 (689 download)
Download or read book Empirically Testing the Arbitrage Pricing Theory on Indian and U.S Stock Market written by Anand Naimpally and published by . This book was released on 1992 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Johan Knif
Publisher :
ISBN 13 : 9789516531963
Total Pages : 167 pages
Book Rating : 4.5/5 (319 download)
Download or read book Parameter Variability in the Single Factor Market Model written by Johan Knif and published by . This book was released on 1989 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert William Faff
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (22 download)
Download or read book An Empirical Examination of the Arbitrage Pricing Theory in the Australian Equity Market written by Robert William Faff and published by . This book was released on 1986 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Alan E. Pari
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (256 download)
Download or read book An Empirical Test of Ross's Arbitrage Pricing Theory written by Robert Alan E. Pari and published by . This book was released on 1986 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ke-hua Zhou
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (27 download)
Download or read book Empirical Tests of the Explanatory Power of Arbitrage Pricing Theory, and of the Stability of the Model Parameters written by Ke-hua Zhou and published by . This book was released on 1992 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Teppo Martikainen
Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.:/5 (36 download)
Download or read book The Individual and Incremental Significance of the Economic Determinants of Stock Returns and Systematic Risk written by Teppo Martikainen and published by . This book was released on 1990 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kathryn Ann Fisher
Publisher :
ISBN 13 :
Total Pages : 170 pages
Book Rating : 4.:/5 (639 download)
Download or read book Testing the Arbitrage Pricing Theory written by Kathryn Ann Fisher and published by . This book was released on 1985 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Khosrow Fatemi
Publisher : Routledge
ISBN 13 : 0415538807
Total Pages : 298 pages
Book Rating : 4.4/5 (155 download)
Download or read book Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance) written by Khosrow Fatemi and published by Routledge. This book was released on 2012-05-25 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
