Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests [electronic resour...
Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests [electronic resource] / by David E. Allen and Imbarine Bujang.
About this item
Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2009.
Series
Place of Publication
Western Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
This paper uses a sample of 50 companies continuously listed on Main Board of Bursa Malaysia from January 1994 until December 2001 and uses duration dependence tests whilst applying two asset pricing models based on the CAPM; the two Factor Model developed by Fama and French (F&F)(1998) and Ferson, Sarkissian and Simin's (FSS) (2008) conditional be...
Alternative Titles
Full title
Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests [electronic resource] / by David E. Allen and Imbarine Bujang.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working paper / School of Accounting, Finance and Economics, Edith Cowan University ; 0907.
Title from title screen (viewed on March 9, 2011)
"September 2009".
Includes bibliographical references (p. 9)
System details note
Mode of access: Internet via World Wide Web. Address as at 09/03/2011: http://www.ecu.edu.au/__data/assets/pdf_file/0018/40428/wp0907da.pdf.
System requirements: Adobe Acrobat Reader to access the document in PDF format.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74Vvd8Kl6Dx3
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74Vvd8Kl6Dx3
Other Identifiers
DDC
332.6322209595
MMS ID
991005989199702626
