Empirical Tests of the Capital Asset Pricing Model

FieldValue
dc.contributor.authorJin, Yi
dc.date.accessioned2013-08-27T19:52:58Z
dc.date.available2013-08-27T19:52:58Z
dc.date.created2003
dc.date.issued2003
dc.identifier.urihttp://hdl.handle.net/10393/25150
dc.description.abstractIn 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
dc.language.isoen
dc.titleEmpirical Tests of the Capital Asset Pricing Model
dc.contributor.supervisorDay, Kathleen
CollectionScience économique - Mémoires // Economics - Research Papers

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