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  • Search: subject:"CAPM pricing model"
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Subject
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CAPM pricing model 2 Emerging market 2 Market portfolio 2 Börsenhandel 1 CAPM 1 Capital income 1 Emerging economies 1 Fama-French model 1 Fama–French model 1 Kapitaleinkommen 1 Poland 1 Polen 1 Portfolio selection 1 Portfolio-Management 1 Schwellenländer 1 Stock exchange trading 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Urba´nski, Stanislaw 1 Urbański, Stanisław 1
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Economic Systems 1 Economic systems 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM
Urbański, Stanisław - In: Economic Systems 36 (2012) 4, pp. 552-570
This paper presents possibilities for the pricing of stocks listed on the Warsaw Stock Exchange in light of the ICAPM. The pricing test period (1996–2010) is divided into two sub-periods: 1996–2005 (the years preceding Poland's accession to the EU) and 2005–2010 (the years of Poland's...
Persistent link: https://www.econbiz.de/10011040300
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Cover Image
Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM
Urba´nski, Stanislaw - In: Economic systems 36 (2012) 4, pp. 552-570
Persistent link: https://www.econbiz.de/10009692121
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