Test Of Capital Asset Pricing Model On Stocks At Karachi Stock Exchange
This paper attempts to empirically test the single-factor CAPM developed by Sharpe (1964), Lintner (1965) and Jan Mossin (1966) and others, which proposes that the expected returns of capital assets are dependent on their risk relative to the entire market which is quantified by a correlation co-eff...
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
University of Central Punjab
2010-12-01
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| Schriftenreihe: | Paradigms |
| Schlagworte: | |
| Online-Zugang: | http://paradigms.ucp.edu.pk/rcc/vol4/paradigms-foc-ucp-10-0011.pdf |
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