Dynamic stability and cross-sectional invariance of the arbitrage pricing model in two Scandinavian stock markets

Dynamic stability and cross-sectional invariance of the arbitrage pricing model in two Scandinavian stock markets

datePublished

• 1991

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 255530
• propertyID: FI-MELINDA value: 000989791
• propertyID: skl value: fx255530

isbn

• 9516499767

isPartOf

• Fennica
• Memo-stencil / Åbo akademi. Företagsekonomiska institutionen. Undervisningsmaterial

name

• Dynamic stability and cross-sectional invariance of the arbitrage pricing model in two Scandinavian stock markets

numberOfPages

• 27, [17] lehteä

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Åbo organizer: Åbo Akademi

publisher

• Åbo Akademi