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| Tekijä: | Vaihekoski, M. |
| Otsikko: | Unconditional international asset pricing models: empirical tests |
| Lehti: | Finnish Economic Papers
2000 : AUTUMN, VOL. 13:2, p. 71-88 |
| Asiasana: | Assets Pricing Models Empirical research |
| Kieli: | eng |
| Tiivistelmä: | Single and multifactor asset pricing models are tested for the real and excess returns on Finnish size and industry portfolios using the traditional alpha intercept tests. The results support the efficiency of the global equity market portfolio, although the explanative power of the model remains low. |
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