The Best Asset Pricing Model for Estimating Industry Costs of Equity in Tunisia
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DOI: 10.2202/1475-3693.1210
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Cited by:
- Hammami Yacine & Jilani Faouzi, 2011. "Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors," Review of Middle East Economics and Finance, De Gruyter, vol. 7(2), pages 1-22, September.
- Lagoarde-Segot, Thomas, 2013.
"Does stock market development always improve firm-level financing? Evidence from Tunisia,"
Research in International Business and Finance, Elsevier, vol. 27(1), pages 183-208.
- Thomas Lagoarde-Segot, 2013. "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print hal-01500865, HAL.
- Nadia Loukil & Mohamed Bechir Zayani & Abdelwahed Omri, 2010. "Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 3(2), pages 261-283.
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Keywords
cost of equity; CAPM; TFPM; FFPM; skewness; kurtosis; random-coefficient models;All these keywords.
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