Testing asset pricing models on the Pakistan Stock Exchange
This study investigates the performance of CAPM, three-factor and five-factor asset pricing models on the Pakistan Stock Exchange using monthly data of 896 companies from November 2000 to December 2016. The results from the time-series approach show that the three-factor model performs relatively b...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Institute of Business Administration
2018-12-01
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| coleção: | Business Review |
| Assuntos: | |
| Acesso em linha: | https://ir.iba.edu.pk/businessreview/vol13/iss2/1/ |
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