Craigwell, Roland

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).

11.02.01 M742Ccr(2004)