Empirical tests of the predictive ability of asset pricing models and of stock market overreaction in the U.K
This thesis considers two major issues in the context of empirical research into the U K stock market: (i) what is the ability of five models (the naive market return, the market model, the CAPM, the APT, and the LAPT) for predicting the U K stock market price behaviour and (ii) does the U K stock m...
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University of Warwick
1996
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.307991 |