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A Model for Pricing Equity in an Environment Characterised by Information Asymmetry – A Case of an Emerging Market

Several attempts have been made to adapt or improve the capital asset pricing model (CAPM) developed by Sharpe (1964) and one of such is the 'conditional' CAPM developed by Javed (2000). The 'conditional' CAPM was developed to accommodate time variation in information available to investors but the model is unsuitable for an informational inefficient market. The Javed (2000) model was tested by Javid and Ahmad (2008) and we have modified the model to accommodate features of an informational inefficient market as prevalent in emerging markets like Nigeria.The proxies of information asymmetry (m…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	SSRN Electronic Journal
Date	2009-01-01
Type	preprint
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://autopapers.ssrn.com/sol3/papers.cfm?abstract_id=2597199
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W345211708`

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A Model for Pricing Equity in an Environment Characterised by Information Asymmetry – A Case of an Emerging Market. OpenAlex research, 2009. Vero Archive, record openalex:W345211708.