Asset pricing behaviour with dual-beta in case of Pakistani stock market
Year of publication: |
2011
|
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Authors: | Javid, Attiya Y. ; Ahmad, Eatzaz |
Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 50.2011, 2, p. 95-118
|
Subject: | Börsenkurs | Share price | Betafaktor | Beta risk | ARCH-Modell | ARCH model | Pakistan | Fama-French-Modell | Fama-French model | 1993-2007 |
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