An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
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References listed on IDEAS
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More about this item
KeywordsKey words: Arbitrage pricing theory (APT); Capital-asset pricing model; Dhaka stock exchange (DSE); Principal component analysis; Principal components (PC); Efficiency market hypothesis (EMH) and Chen; Roll and Ross (CRR);
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-22 (All new papers)
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