Test of Macroeconomic Variables through APT in the ASX

Language: English

Published by LAP LAMBERT Academic Publishing Sep 2014, 2014

3659598410 / 9783659598418

  • Softcover
  • New
See all details

Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

5-star seller

AbeBooks seller since January 11, 2012

View this seller's items
Softcover

Condition: New

£ 48.49

£ 19.72 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

This item is printed on demand - it takes 3-4 days longer - Neuware -The objective of this research is to find whether test the macroeconomic variables through Arbitrage Pricing Theory (APT) can explain the returns on the stock index in Australia. The research based on the returns of stocks listed on the Australian Stock Exchange (ASX) during the period from 31 March 2000 to 31 December 2007. The research anticipates that industry indices' returns can be explained by three to five of the thirteen macroeconomic variables selected in the research. Empirical results suggest that macroeconomic variables, used in an APT framework, can explain consumer discretionary, energy, financial, IT, and materials, price index returns, but cannot explain other index returns. Generally, APT is a desirable model in examining the ASX200, as it explains half of the industry indices' returns. 92 pp. Englisch.

Seller Inventory # 9783659598418

Title
Test of Macroeconomic Variables through APT in the ASX
Author
Gaoxiang Wang
Publisher
LAP LAMBERT Academic Publishing Sep 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659598410
ISBN 13
9783659598418
Item weight
155 grams
Dimensions
220x150x6 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First item£ 19.72£ 19.72
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Seller's business information

BuchWeltWeit Ludwig Meier e.K.

Germany