The Capital Asset Pricing Model: A New Empirical Investigation
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More about this item
Keywords
CAPM; Beta; Stock Market; Premium; Risk;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2023-02-27 (Corporate Finance)
- NEP-FMK-2023-02-27 (Financial Markets)
- NEP-RMG-2023-02-27 (Risk Management)
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