Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
This study aims to provide a review and comparison of three noticeable models for asset pricing including classic CAPM, Fama-French Three-Factor Model and Liquidity-adjusted CAPM from the empirical evidence of UK stock market. By adopting the methodology of Fama and MacBeth (1973) and testing five y...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2007
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| Online Access: | https://eprints.nottingham.ac.uk/21141/ |