Empirical perspectives in capital asset pricing / guest editor Don U.A. Galagedera.

Format:

Book

Contributor:

Galagedera, Don. U. A.

Series:

Managerial Finance - Issue 10, Volume 33

Managerial Finance ; 33, no. 10

Language:

English

Subjects (All):

Finance.

Capital assets pricing model.

Physical Description:

1 online resource (65 p.)

Edition:

1st ed.

Place of Publication:

Bradford, England : Emerald Group Publishing, c2007.

Language Note:

English

Summary:

Increased globalization and economic integration among economies of the world has brought increased attention of investors and academic scholars to the issue of interrelationships among capital markets around the world. Particularly, the interest has been heightened by increased flows of capital across countries which, in turn, are primarily explained by market deregulation measures, technological improvements, and innovations of different financial products. The increasingly closer relationship among international financial markets and the increasing international portfolio investment have

Contents:

Cover; CONTENTS; Editorial advisory board; Do momentum strategies work? Australian evidence; Relation between distress risk, book-to-market ratio and return premium; Performance of initial public offerings and privatized offers; Co-movement of Bangladesh stock market with other markets; A review of capital asset pricing models

Notes:

Description based upon print version of record.

ISBN:

1-281-07921-9

9786611079215

1-84663-593-4

OCLC:

182560932