The Evaluation of Asset Pricing Models in Hong Kong Stock Market

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The Evaluation of Asset Pricing Models in Hong Kong Stock Market

Asset pricing models play an important role in financial markets. Different asset pricing models take diverse factors into account. The study in this paper focus on the performance of different asset pricing models including the CAPM, the Fama and French (1993) three-factor model (FF3), the Fama and...

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Bibliographic Details
Main Author:	Chen, Ruoxi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25748/

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