Testing the CAPM and the APT: Evidence from the UK Stock Market

QR Code

Testing the CAPM and the APT: Evidence from the UK Stock Market

Asset pricing is a very important issue in the financial field. A variety of models can be applied for such issue. This paper focuses on both the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The two-pass regression is used for the empirical tests. In the CAPM test, the...

Full description

Bibliographic Details
Main Author:	WANG, Zheng
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23959/

Similar Items

Testing the CAPM and the APT: Evidence from the UK Stock Market
by: WANG, Zheng
Published: (2010)

A multifactor approach of the APT versus the CAPM for the UK stock market
by: Briffa, Christian
Published: (2008)

Evaluation and Analysis The CAPM and APT Models in Spanish Stock Market
by: Liang, Yue
Published: (2012)

Test of CAPM in China Stock Market
by: Chen, Xin
Published: (2006)

Test of CAPM in China Stock Market
by: Chen, Xin
Published: (2006)

Testing the CAPM and Three Factors Model in China: Evidence from the Shanghai Stock Exchange
by: Wang, Weixi
Published: (2015)

An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange 2001-2005
by: Wu, Xinxin
Published: (2006)

Risk and return nexus in Malaysian stock market- Empirical evidence from CAPM
by: Abu Hassan, Md. Isa, et al.
Published: (2009)

Testing the Sentiment-Scaled CAPM Model in China: Evidence from the Shanghai Stock Exchange
by: Sun, Shukun
Published: (2020)

Expectile CAPM
by: Hu, Wei, et al.
Published: (2019)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)

Risk and return relationship in Malaysian finance sector: empirical evidence from capm
by: Wong, Wang Ling
Published: (2012)

Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)

Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)

Test of intertemporal variability of APT in a volatile economy
by: Sabetfar, Pooya, et al.
Published: (2013)

Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)

An Empirical Comparison between CAPM and D-CAPM in A Malaysian Context
by: Teh, Kwong Yew
Published: (2011)

Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models
by: Shi, Q., et al.
Published: (2017)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

'Micromobility vehicle ban APT'
by: Daim, Nuradzimmah
Published: (2022)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

The Impact of Stock Mispricing on Corporate Investment Efficiency. Evidence from the UK Market.
by: Peng, Xin
Published: (2020)

A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market
by: Chen, Hao
Published: (2009)

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

Examining the UK Stock Market Reaction to Earnings Announcements: An Empirical Test of Market Efficiency
by: Hubbard, Charles
Published: (2021)

Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
by: Tam, Ka Tung
Published: (2007)

Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
by: Tam, Ka Tung
Published: (2007)

Analysis of the Liquidity Effect on Stock Return: Empirical Evidence from the UK Stock Market over the Period 1993-2008
by: Jiang, Shuai-yu
Published: (2009)

The behavior of Malaysian stock market: evidence from nonlinear unit root test
by: Abdul Manap, Turkhan Ali, et al.
Published: (2010)

Testing long-run neutrality of money: evidence from Malaysian stock market
by: Puah, Chin-Hong, et al.
Published: (2006)

Product Recalls and Stock Market Reaction: Empirical Evidence from the Pharmaceutical Industry in the UK And USA
by: Chieng, Corinne Lin Lin
Published: (2005)

Stock Market Reaction to Product Innovation : Evidence from UK and Japan Major Car Manufacturer
by: Fong, Kok Seng
Published: (2005)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)

Studies of Stock Pricing in China Small and Medium-sized Board -Based on CAPM and Three-Factor Model
by: LI, QINGTAO
Published: (2017)

Herding Behaviour in Stock Market: Evidence from Vietnam's Stock Market
by: BUI, DUC HUY
Published: (2018)

Momentum Returns and Transaction Costs in the U.K. Stock Market
by: Wang, Xiaopeng
Published: (2010)