Sectoral Application of Asset Pricing Models on the Nigerian Stock Exchange: A Comparative Approach
The study applied both Capital Asset Pricing Model and Arbitrage Pricing Model on the valuation of stocks returns in the Nigerian stock exchange to make portfolio decision using both time series and cross sectional data form. Step by steps are followed with the aid of regression analysis to obtai...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Danubius University
2019-04-01
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| Series: | Acta Universitatis Danubius: Oeconomica |
| Subjects: | |
| Online Access: | http://journals.univ-danubius.ro/index.php/oeconomica/article/view/5769/4972 |