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Browsing MPhil/PhD theses by Author "Dayaratne, D.A.I."

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Validation of Asset Pricing Models during Crisis and Non-Crisis Periods: A Comparative Analysis of Stock Markets in Sri Lanka and in the US

Dayaratne, D.A.I. (2010)

This study investigates the validity of the Pricing Model (CAPM) and Fama and French three factor model (FF3F) in predicting stock returns in the case of the Sri Lankan and US stock markets during market crisis periods and ...

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