An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange 2001-2005

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An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange 2001-2005

As a financial theory, the Capital Asset Pricing Model (CAPM) has dominated the academic literature and influenced greatly the field of finance and business in practice over four decades. This dissertation examines the validity of the CAPM in the Shanghai Stock Exchange (SSE) which is one of the two...

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Bibliographic Details
Main Author:	Wu, Xinxin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange
Online Access:	https://eprints.nottingham.ac.uk/20436/

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