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Volatility and information efficiency in the stock exchange of Barbados

By:

Craigwell, Roland

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 2004Description: 20 pAction note:

12/9/08 JOYD

Summary: Investigates which of the three models - the CAPM, Lower Partial CAPM (LPM-CAPM), and the Asymmetric Response Model (ARM) - best fits the stock returns on the Barbados Stock Exchange (BSE).

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Holdings
Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742Ccr(2004) (Browse shelf(Opens below))	Available	0000000027536

Investigates which of the three models - the CAPM, Lower Partial CAPM (LPM-CAPM), and the Asymmetric Response Model (ARM) - best fits the stock returns on the Barbados Stock Exchange (BSE).

12/9/08 JOYD

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