Reverse-Engineering and Real Options–Adjusted CAPM in the Taiwan Stock Market
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DOI: 10.1080/1540496x.2016.1193484
Abstract: ABSTRACT Previous studies have addressed many anomalies that violate the capital asset pricing model (CAPM). However, recent studies have employed either the reverse-engineering (RE) approach or the options-adjusted approach to verify the validity of CAPM… read more here.
Keywords: taiwan stock; stock market; options adjusted; reverse engineering ... See more keywords