Evaluating multi-beta pricing modelsan empirical analysis with spanish market data

  1. Nieto Domenech, Belén
Zeitschrift:
Revista de economía financiera

ISSN: 1697-9761

Datum der Publikation: 2004

Nummer: 2

Seiten: 80-107

Art: Artikel

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Andere Publikationen in: Revista de economía financiera

Zusammenfassung

Using Spanish stock market data running from January 1982 to December 1998, this paper examines competing models of price formation in security markets on the basis of the relationship between expected returns and different risk measures

Fuente de los datos: Dialnet