Essays about: "Augmented Capital Asset Pricing Model"
Found 1 essay containing the words Augmented Capital Asset Pricing Model.
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1. Liquidity and asset pricing on the Swedish Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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