Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market

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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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Bibliographic Details
Main Author:	Tam, Ka Tung
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	CAPM Fama French Three-Factor Model Liquidity-adjusted CAPM
Online Access:	https://eprints.nottingham.ac.uk/21141/

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