[PDF][PDF] Testing capital asset pricing model: Empirical evidences from Indian equity market

K Choudhary, S Choudhary - Eurasian Journal of Business and …, 2010 - academia.edu
The present study examines the Capital Asset Pricing Model (CAPM) for the Indian stock
market using monthly stock returns from 278 companies of BSE 500 Index listed on the …

A validity test of capital asset pricing model for Dhaka stock exchange

MZ Hasan, AA Kamil, A Mustafa… - Journal of Applied …, 2011 - repo.uum.edu.my
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates
an equilibrium linear association between expected return and risk of an asset. This study …

[PDF][PDF] Validity of capital assets pricing model (CAPM)(empirical evidences from Amman stock exchange)

A Alqisie, T Alqurran - Journal of Management Research, 2016 - academia.edu
The purpose of this study is to test the validity of CAPM in Amman Stock Exchange (ASE)
during the period (2010–2014), which was divided into three sub periods. We used monthly …

Capital asset pricing model: should we stop using it?

VA Ansari - Vikalpa, 2000 - journals.sagepub.com
The Capital Asset Pricing Model (CAPM) predicts that expected returns on securities are a
positive linear function of their market ß s (betas) and market ß is adequate to describe the …

[PDF][PDF] Capital asset pricing model (CAPM): Evidence from Nigeria

BO Oke - Research Journal of Finance and Accounting, 2013 - academia.edu
In this paper, we apply the Capital Asset Pricing Model (CAPM) to the Nigerian stock market
using weekly stock returns from 110 companies listed on the Nigerian stock exchange (NSE) …

Relationship between risk and expected returns: Evidence from the dhaka stock exchange

MZ Hasan, AA Kamil, A Mustafa, MA Baten - Procedia Economics and …, 2012 - Elsevier
In this study we examine a risk-return association within the Capital Asset Pricing Model
(CAPM) structure in Dhaka Stock Exchange (DSE) market. The study also aims at exploring …

Testing of capital assets pricing model in Indian environment

S Srinivasan - Decision, 1988 - search.proquest.com
Abstract Capital Assets Pricing Model (CAPM) is an equilibrium theory of risk and return.
This paper reports the results of an empirical test conducted to judge the relevance of CAPM …

[PDF][PDF] An empirical testing of capital asset pricing model in Bangladesh

M Rahman, MA Baten, A Alam - Journal of Applied Sciences, 2006 - academia.edu
Abstract Capital Asset Pricing Model (CAPM) provides an equilibrium linear relationship
between expected return and risk of an asset. The purpose of this paper is to investigate a …

[图书][B] The conditional capital asset pricing model: Evidence from Karachi stock exchange

AY Javid, E Ahmed - 2008 - file.pide.org.pk
This is an attempt to empirically investigate the risk and return relationship of individual
stocks traded at Karachi Stock Exchange (KSE), the main equity market in Pakistan. The …

An empirical test of the validity of the capital asset pricing model on the Zimbabwe stock exchange

M Nyangara, D Nyangara, G Ndlovu… - International journal of …, 2016 - dergipark.org.tr
We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe
Stock Exchange (ZSE) using cross-sectional stock returns on 31 stocks listed on the ZSE …