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: | Ph. D. |
| Program: | Economics |
| Date: | 1993 |
| Thesis Supervisor(s): | Kayzanowski, L |
| Identification Number: | HG 4522 K68 1993 |
| ID Code: | 3182 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 19:25 |
| Last Modified: | 13 Jul 2020 19:54 |
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