Evaluation and Analysis The CAPM and APT Models in Spanish Stock Market

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Evaluation and Analysis The CAPM and APT Models in Spanish Stock Market

Based on many previous studies about the assets pricing models and theories, the author makes a further development and research with the Spanish stock market. In this paper, the risk coefficient Beta is calculated and the square of Beta, kurtosis and skewness, total risk and unique risk are involve...

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Bibliographic Details
Main Author:	Liang, Yue
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25794/

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