Blar i Institutt for industriell økonomi og teknologiledelse på emneord "ntnudaim:6331"
Viser treff 1-1 av 1
-
Equity Risk Premium Estimation Models: A study of the effects of trading liquidity on traditional asset pricing models
(Master thesis, 2011)I ask whether added liquidity factors improve the ability of the Sharp-Lintner CAPM and the Fama French three-factor model to explain asset returns, ex-post, in the Norwegian stock market. Through cross-sectional and ...