Multiscale test of CAPM for three Central and Eastern European stock markets
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sharpe (1964), Lintner (1965) and Mossin (1966) in three Central and Eastern European stock markets (i.e. Slovenia, Hungary and Czech Republic). The CAPM is tested on a multiscale basis, building on the...
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Volume: | 14 |
---|---|
Main Author: |
Dajcman, Silvo
Festić , Mejra Kavkler, Alenka |
Format: | Journal Article |
Language: | English |
Zielgruppe: |
Academic |
Place of publication: |
VILNIUS Vilnius Gediminas Technical University 2013 Taylor & Francis Group VILNIUS GEDIMINAS TECH UNIV Taylor & Francis Ltd Vilnius Gedinimas Technical University |
published in: | Journal of business economics and management Vol. 14; no. 1; pp. 54 - 76 |
Data of publication: | 2013 |
ISSN: |
1611-1699 2029-4433 |
EISSN: |
2029-4433 |
Alternate Title: | Multiscale test of CAPM for three Central and Eastern European stock markets |
Discipline: | Business Economics |
Subjects: | |
Online Access: |
Fulltext |
Database: | Central and Eastern European Online Library CEEOL: Open Access Central and Eastern European Online Library (C.E.E.O.L.) (DFG Nationallizenzen) Social Sciences Citation Index Web of Knowledge Web of Science - Social Sciences Citation Index - 2013 Web of Science CrossRef Directory of Open Access Journals Database information Databases - DBIS |