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dc.contributor.authorHermeindito, Hermeindito
dc.date.accessioned2017-07-14T07:29:13Z
dc.date.available2017-07-14T07:29:13Z
dc.date.issued2015-12-18
dc.identifier.citationHermeindito. 2015. Price Disparity of Country Asset Pricing Model. CEST International Conference, Poland, March 16-18.en_US
dc.identifier.urihttp://dspace.uc.ac.id/handle/123456789/1111
dc.description.abstracthe aim of this study is to develop measurement model of price disparity in capital asset pricing and then examines the effect of price disparity and volatilities on country asset pricing. This study proposes hypothesis that the more integrated capital market the more price disparity in country asset pricing model. Research results provide evidence that price disparity and volatilities in the presence of integrated capital market create instabilities capital asset pricing as predicted. The research result does not confirm traditional capital asset pricing model.en_US
dc.language.isoen_USen_US
dc.publisherUniversity of Lodzen_US
dc.subjectprice disparity, price disparity, asset pricingen_US
dc.titlePrice Disparity of Country Asset Pricing Modelen_US
dc.typeOtheren_US


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