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Essays on the arbitrage pricing theory

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Essays on the arbitrage pricing theory

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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