International Asset Pricing Models: The Case of ASEAN Stock Markets
This paper is about the role of economic grouping as it affects international capital asset pricing models, ICAPM.The conventional ICAPM is extended to include the economic grouping, regional and world factors.Inclusion of the economic grouping factor increases the explanatory power of the asset pr...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2009
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/25085/1/IJBF%206%201%202009%20117%20140.pdf http://repo.uum.edu.my/25085/ http://ijbf.uum.edu.my/index.php/previous-issues/137-the-international-journal-of-banking-and-finance-ijbf-vol-6-no-1-2009 |
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