Write the market model form of Solniks IAPM. Solnik ran this model on 10 major industrialized countries
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Write the market model form of Solnik’s IAPM. Solnik ran this model on 10 major industrialized countries from 1966 to 1971. What did he find? What did cross-sectional regression tests find? What did later authors find in testing the IAPM?
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Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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