Koutoulas, George (1993) Essays on the arbitrage pricing theory. PhD thesis, Concordia University.
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Abstract
This thesis uses the APT to explain the market anomalies and the apparent excess variability of stock returns. It also aims to modify the APT, to test if the Canadian and global North American equity markets are integrated or segmented.
| Divisions: | Concordia University > Faculty of Arts and Science > Economics |
|---|---|
| Item Type: | Thesis (PhD) |
| Authors: | Koutoulas, George |
| Pagination: | xi, 118 leaves ; 28 cm. |
| Institution: | Concordia University |
| Degree Name: | Theses (Ph.D.) |
| Program: | Economics |
| Date: | 1993 |
| Thesis Supervisor(s): | Kayzanowski, L |
| ID Code: | 3182 |
| Deposited By: | Concordia University Libraries |
| Deposited On: | 27 Aug 2009 15:25 |
| Last Modified: | 08 Dec 2010 10:31 |
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