Weekday Effects in weekly Beta Factors.

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Vössing, Sabrina Christine
Format: Electronic eBook
Language:Inglés
Published: Göttingen : Cuvillier Verlag, 2016.
Subjects:
Capital assets pricing model.
Portfolio management.
Modèle d'évaluation des actifs financiers.
Gestion de portefeuille.
Capital assets pricing model
Portfolio management
Online Access:Texto completo
Table of Contents:
  • Acknowledgement ; Contents ; List of Figures ; List of Tables ; Variables ; Abbreviations ; 1 Introduction ; 2 Capital Market Models ; 3 Methodological Background ; 4 Weekday Effects in Beta Factors of the CAPM ; 5 Weekday Effects in the Fama-French Three-Factor Model ; 6 Conclusion ; References.

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