Essays on the arbitrage pricing theory
This thesis uses the APT to explain the market anomalies and the apparent excess variability of stock returns. It also aims to modify the APT, to test if the Canadian and global North American equity markets are integrated or segmented.
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| Format: | Others |
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1993
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| Online Access: | http://spectrum.library.concordia.ca/3182/1/NN90881.pdf Koutoulas, George <http://spectrum.library.concordia.ca/view/creators/Koutoulas=3AGeorge=3A=3A.html> (1993) Essays on the arbitrage pricing theory. PhD thesis, Concordia University. |