Evaluating multi-beta pricing models: an empirical analysis with spanish market data

• Autores: Belén Nieto Domenech
• Localización: Revista de economía financiera, ISSN 1697-9761, Nº. 2, 2004, págs. 80-107
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Dialnet Métricas: 11 Citas
• Resumen

  • Using Spanish stock market data running from January 1982 to December 1998, this paper examines competing models of price formation in security markets on the basis of the relationship between expected returns and different risk measures