Price Disparity of Country Asset Pricing Model
| dc.contributor.author | Hermeindito, Hermeindito | |
| dc.date.accessioned | 2017-07-14T07:29:13Z | |
| dc.date.available | 2017-07-14T07:29:13Z | |
| dc.date.issued | 2015-12-18 | |
| dc.identifier.citation | Hermeindito. 2015. Price Disparity of Country Asset Pricing Model. CEST International Conference, Poland, March 16-18. | en_US |
| dc.identifier.uri | http://dspace.uc.ac.id/handle/123456789/1111 | |
| dc.description.abstract | he 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.iso | en_US | en_US |
| dc.publisher | University of Lodz | en_US |
| dc.subject | price disparity, price disparity, asset pricing | en_US |
| dc.title | Price Disparity of Country Asset Pricing Model | en_US |
| dc.type | Other | en_US |