All Articles tagged ftse 100
- Published Research Articles
December 31, 2008 IST In this paper the Standard CAPM, the Labour CAPM, the Conditional CAPM and the Conditional Labour CAPM were tested on FTSE 100 return data over the period 1984–2004.
- Published Research Articles
December 31, 2004 IST This paper explores the information cost and liquidity hypothesis (FTSE 100 as benchmark index). This hypothesis explores the favourable market reaction generated by a firm's inclusion in an index.