Determination of Arbitrage Pricing Factors in the Malaysian Stock Market

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Determination of Arbitrage Pricing Factors in the Malaysian Stock Market

The equilibrium-pricing model using Arbitrage Pricing Theory (APT) has become one of the central models of modern financial theory. However, the APT is too general in determining the factors which influences expected returns. In this regard, the identification of factors is an issue with the most...

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Bibliographic Details
Main Author:	Zakaria, Azhar
Format:	Thesis
Language:	English English
Published:	2006
Subjects:	Stock exchanges - Malaysia Arbitrage - Malaysia Capital assets pricing model
Online Access:	http://psasir.upm.edu.my/id/eprint/262/ http://psasir.upm.edu.my/id/eprint/262/1/549135_t_gsm_2006_2.pdf

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