Empirical Tests of the Capital Asset Pricing Model
| dc.contributor.author | Jin, Yi | |
| dc.contributor.supervisor | Day, Kathleen | |
| dc.date.accessioned | 2013-08-27T19:52:58Z | |
| dc.date.available | 2013-08-27T19:52:58Z | |
| dc.date.created | 2003 | |
| dc.date.issued | 2003 | |
| dc.description.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 | |
| dc.identifier.uri | http://hdl.handle.net/10393/25150 | |
| dc.language.iso | en | |
| dc.title | Empirical Tests of the Capital Asset Pricing Model |
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