Empirical Tests of the Capital Asset Pricing Model

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Title: Empirical Tests of the Capital Asset Pricing Model
Authors: Jin, Yi
Date: 2003
Abstract: In this paper I use recent Canadian stock market data to test the SLMB Capital Asset Pricing Model. I apply the same methodology as Fama and Macbeth (1973) but cannot obtain conclusions similar to theirs. Fama and Mcbeth find that there exists a strong li
URL: http://hdl.handle.net/10393/25150
CollectionScience économique - Mémoires // Economics - Research Papers
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