Essays about: "Augmented Capital Asset Pricing Model"

Found 1 essay containing the words Augmented Capital Asset Pricing Model.

  1. 1. Liquidity and asset pricing on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nils Kjerstadius; [2013]
    Keywords : Liquidity; Two Factor liquidity CAPM; Swedish stock market; Asset pricing; Augmented Capital Asset Pricing Model;

    Abstract : Many different capital asset pricing models have been derived and tested the last couple of years as financial researchers' interest in liquidity has been increasing in a tremendous pace. In this study, I test two of these models along with the regular CAPM to see how illiquidity is priced in the Swedish stock exchange. READ MORE