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.
| Main Author: | Guo, Yue |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
|
| Online Access: | https://eprints.nottingham.ac.uk/25057/ |
Similar Items
TESTING THE VALIDITY OF CAPITAL ASSET PRICING AND THE FAMA AND
FRENCH MODELS IN THE STOCK EXCHANGES OF G7 COUNTRIES
by: Ma, Lianjie
Published: (2021)
by: Ma, Lianjie
Published: (2021)
An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006)
by: YEH, YU-JEN
Published: (2006)
The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia
by: Leong, Tony
Published: (2015)
by: Leong, Tony
Published: (2015)
Teaching Macbeth to muslim learners: an Islamic perspective
by: Othman, Khairiah, et al.
Published: (2011)
by: Othman, Khairiah, et al.
Published: (2011)
Inculcating Islamic values in teaching Macbeth to Muslim learners
by: Othman, Khairiah, et al.
Published: (2011)
by: Othman, Khairiah, et al.
Published: (2011)
Empirical Study of Capital Assets Pricing Model in China Market
by: Chen, Kai
Published: (2014)
by: Chen, Kai
Published: (2014)
Investor sentiment, human capital and Fama French factors: measurement and performance in the Malaysian market
by: Gunathilaka, Chandana, et al.
Published: (2019)
by: Gunathilaka, Chandana, et al.
Published: (2019)
Capital asset pricing model and pricing of Islamic financial instruments
by: Hakim, Shabir Ahmad, et al.
Published: (2016)
by: Hakim, Shabir Ahmad, et al.
Published: (2016)
A FUNDAMENTALS ASSET PRICING MODEL:
MEASURING DIFFERENCES BETWEEN FIRMS IN THE UK MARKET
by: Gradwell, Matthew
Published: (2012)
by: Gradwell, Matthew
Published: (2012)
Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
by: Tam, Ka Tung
Published: (2007)
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)
by: Tam, Ka Tung
Published: (2007)
Price Differentials in the U.K. Audit Services Market
by: Song, Yue
Published: (2009)
by: Song, Yue
Published: (2009)
Liquidity and Asset returns: test of UK evidence
by: Hu, Danting
Published: (2009)
by: Hu, Danting
Published: (2009)
Risk, return and market condition: a new functional-beta capital asset pricing model
by: Zhuang, Yuchen
Published: (2009)
by: Zhuang, Yuchen
Published: (2009)
TESTING OF CAPITAL ASSET PRICING MODEL: AN
EMPIRICIAL ANALYSIS BASED ON THE SHANGHAI AND
HONG KONG STOCK MAEKETS
by: Tian, Xinqi
Published: (2022)
by: Tian, Xinqi
Published: (2022)
TESTING OF CAPITAL ASSET PRICING MODEL: AN EMPIRICIAL ANALYSIS BASED ON THE SHANGHAI AND HONG KONG STOCK MAEKETS
by: Tian, Xinqi
Published: (2022)
by: Tian, Xinqi
Published: (2022)
Dynamics of potts–bethe mapping of degree four on ℚ5
by: Ahmad, Mohd Ali Khameini, et al.
Published: (2019)
by: Ahmad, Mohd Ali Khameini, et al.
Published: (2019)
Asset Pricing Model Suitability: Evidence from USA, UK, and India
by: Rahman, Tareque
Published: (2018)
by: Rahman, Tareque
Published: (2018)
Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016)
by: Mohamad, Azhar, et al.
Published: (2016)
Asset Pricing and the Foreign Exchange Risk in the Polish Market
by: Xing, Jingjing
Published: (2012)
by: Xing, Jingjing
Published: (2012)
Liquidity in Asset Pricing: Evidence from the Brazil Market
by: Yang, Yuanyu
Published: (2012)
by: Yang, Yuanyu
Published: (2012)
Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
by: Hasan, Md. Zobaer
Published: (2014)
by: Hasan, Md. Zobaer
Published: (2014)
Farmers’ market participant perceived service quality of FAMA / Farhanah Jamalludin
by: Jamalludin, Farhanah
Published: (2010)
by: Jamalludin, Farhanah
Published: (2010)
Fear and the Fama-French factors
by: Durand, Robert, et al.
Published: (2011)
by: Durand, Robert, et al.
Published: (2011)
UPM,FAMA memeterai MOU
by: Berita Harian ,
Published: (2012)
by: Berita Harian ,
Published: (2012)
The Evaluation of Asset Pricing Models in Hong Kong Stock Market
by: Chen, Ruoxi
Published: (2012)
by: Chen, Ruoxi
Published: (2012)
Empirical Study of Asset Pricing Models on Mexico's Stock Market
by: Larsen Van Alstine, Shannen
Published: (2019)
by: Larsen Van Alstine, Shannen
Published: (2019)
An Evaluation of Asset Pricing Models Based on Chinese Stock Market
by: Zhao, Yifan
Published: (2108)
by: Zhao, Yifan
Published: (2108)
On paramagnetic phases of Potts Model on a Bethe Lattice in
the presence of competing interactions
by: Ganikhodjaev, Nasir, et al.
Published: (2012)
by: Ganikhodjaev, Nasir, et al.
Published: (2012)
On paramagnetic phases of the Potts model on a
Bethe lattice in the presence of competing
interactions
by: Ganikhodjaev, Nasir, et al.
Published: (2013)
by: Ganikhodjaev, Nasir, et al.
Published: (2013)
Classification of fixed points of Potts–Bethe Mapping of degree four on Q5
by: Mohd Ali Khameini Ahmad,, et al.
Published: (2024)
by: Mohd Ali Khameini Ahmad,, et al.
Published: (2024)
The effectiveness of Federal Agricultural Marketing Authority (FAMA) as a marketing channel in distributing private brand products named Agromas (a case study of FAMA Seremban) / Hamidah Lokman
by: Lokman, Hamidah
Published: (2005)
by: Lokman, Hamidah
Published: (2005)
Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
by: Monfared, Mahdi Mohammadzadeh
Published: (2011)
by: Monfared, Mahdi Mohammadzadeh
Published: (2011)
The farmer's perceived and expected price satisfaction on their farm products - a case study of FAMA market intervention in Selangor / Nurulahda Mad Isa
by: Mad Isa, Nurulahda
Published: (2006)
by: Mad Isa, Nurulahda
Published: (2006)
Asset Pricing Investigation of Chinese SMEs: A Multi-Factor Model Approach
by: Yuan, Yue
Published: (2019)
by: Yuan, Yue
Published: (2019)
Liquidity, Asset Returns and Firm Value: Evidence from the UK Market
by: Khan, Saud Waheed
Published: (2012)
by: Khan, Saud Waheed
Published: (2012)
Capital asset pricing model and portfolio management in Malaysia / Govindamal a/p Indiran
by: Indiran, Govindamal
Published: (2004)
by: Indiran, Govindamal
Published: (2004)
Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange
by: Lee, Hui Shan
Published: (2015)
by: Lee, Hui Shan
Published: (2015)
Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
by: Khan, Faisal, et al.
Published: (2020)
by: Khan, Faisal, et al.
Published: (2020)
Recursive right-tailed unit root tests for an explosive asset price bubble
by: Harvey, David I., et al.
Published: (2015)
by: Harvey, David I., et al.
Published: (2015)
Similar Items
-
TESTING THE VALIDITY OF CAPITAL ASSET PRICING AND THE FAMA AND
FRENCH MODELS IN THE STOCK EXCHANGES OF G7 COUNTRIES
by: Ma, Lianjie
Published: (2021) -
An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006) -
The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia
by: Leong, Tony
Published: (2015) -
Teaching Macbeth to muslim learners: an Islamic perspective
by: Othman, Khairiah, et al.
Published: (2011) -
Inculcating Islamic values in teaching Macbeth to Muslim learners
by: Othman, Khairiah, et al.
Published: (2011)