Volatility and information efficiency in the stock exchange of Barbados
- [St. Augustine]TT [Caribbean Centre for Money & Finance] 2004
- 20 p.
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).