Testing the CAPM Model : A study of the Chinese Stock Market
There have been countless empirical studies conducted to test the validity of the Capital Asset Pricing Model（CAPM）since its naissance. However, few have considered the Chinese Stock Market. The purpose of this paper is to test the CAPM to see if it holds true in the Shanghai Stock Exchange (SSE). W...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Handelshögskolan vid Umeå universitet
2007
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1011 |