Company valuation in thin markets: how does CAPM perform?

Authors

  • Holger Hinz University of Flensburg, International Institute of Management
  • Sebastian Vollmer University of Flensburg, International Institute of Management
  • Carsten Weimann University of Flensburg, International Institute of Management

Abstract

How does thin trading affect CAPM´s valuation of a company?

What are alternatives in case standard CAPM does not work?

Downloads

Published

2012-07-26