Test Capital Asset Pricing Model accoridng to Fama-MacBeth Method based on UK Market

According to past 15 year UK FTSE all share equity to test CAPM according FM test.

Bibliographic Details
Main Author: Guo, Yue
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/25057/