Empirical analysis about the applicability of the CAPM model and the Three-factor model in China

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Empirical analysis about the applicability of the CAPM model and the Three-factor model in China

During the past two decades, many scholars have studied the applicability of the capital asset pricing theory in China. Thus, this topic is not that popular as before and the number of empirical tests of CAPM has declined in the past years. However, as the Chinese stock market develop rapidly these...

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Bibliographic Details
Main Author:	Lin, Aidi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Online Access:	https://eprints.nottingham.ac.uk/54346/

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