Revisiting the arbitrage pricing theory (APT) in the Nigerian stock market : a structural var approach
Year of publication: |
2015
|
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Authors: | Jamani, Ndubuisi ; Modugu, Kennedy Prince |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 35.2014/15, 2, p. 143-159
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Subject: | Arbitrage Pricing Theory | Macroeconomic Variables | SVAR and Nigerian Stock Market | Nigeria | CAPM | VAR-Modell | VAR model | Theorie | Theory | Aktienmarkt | Stock market | Arbitrage Pricing | Arbitrage pricing |
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