A Comparative Study of CAPM and Seven Factors Risk Adjusted Return Model
This study is a comparison and contrast of the predictive powers of two asset pricing models: CAPM and seven factor risk-return adjusted model, to explain the cross section of stock rate of returns in the financial sector listed at Karachi Stock Exchange (KSE). To test the models daily returns from...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Central Punjab
2014-12-01
|
| Series: | Paradigms |
| Subjects: | |
| Online Access: | http://paradigms.ucp.edu.pk/rcc/vol8/paradigms-foc-ucp-14-0030.pdf |