Essays on market efficiency and asset pricing : beta risk, fundamental analysis and linkages.
This thesis examines three distinct but related issues on market efficiency and asset pricing in three separate essays. The first essay looks at the assertion that the standard CAPM is no longer valid. Using data from the Singapore and Malaysian stock markets for the period July 1988 to June 1997,...
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2010
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/42464 |
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| 機構: | Nanyang Technological University |
| 語言: | English |