The paper examines if the Capital Asset Pricing Model (CAPM) is adequate for capital asset valuation on the Central and South-East European emerging securities markets using monthly stock returns for nine countries for the period of January 2006 to December 2010. Precisely, it is tested if beta, as the systematic risk measure, is valid on observed markets by analysing are high expected returns associated with high levels of risk, i.e. beta. Also, the efficiency of market indices of observed countries is examined
An equilibrium Capital Asset Pricing Model (CAPM) of Treynor (1962), Sharpe (1964), Lintner (1965), ...
We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Excha...
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates an equilibr...
The paper examines if the Capital Asset Pricing Model (CAPM) is adequate for capital asset valuation...
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sha...
The capital asset pricing model (CAPM) is one of the most important models in financial economics an...
The pricing of equity in six European emerging capital markets is analysed using both the convention...
The paper describes and analyzes the application of the capital asset pricing model (CAPM) and the s...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
There is no consensus in the literature as to which model should be used to estimate stock returns a...
The results of empirical tests of Capital Asset Pricing Model (CAPM) in the Hungarian capital market...
The standard Capital Asset Pricing Model assumes that a linear relationship exists between the risk ...
CAPM is one of the subjects that contitute fundamentals of modern finance theory. Although the resea...
The paper describes and analyzes the application of the capital asset pricing model (CAPM) and the s...
In developed countries Capital Asset Pricing Model (CAPM) is the most frequently used model for dete...
An equilibrium Capital Asset Pricing Model (CAPM) of Treynor (1962), Sharpe (1964), Lintner (1965), ...
We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Excha...
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates an equilibr...
The paper examines if the Capital Asset Pricing Model (CAPM) is adequate for capital asset valuation...
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sha...
The capital asset pricing model (CAPM) is one of the most important models in financial economics an...
The pricing of equity in six European emerging capital markets is analysed using both the convention...
The paper describes and analyzes the application of the capital asset pricing model (CAPM) and the s...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
There is no consensus in the literature as to which model should be used to estimate stock returns a...
The results of empirical tests of Capital Asset Pricing Model (CAPM) in the Hungarian capital market...
The standard Capital Asset Pricing Model assumes that a linear relationship exists between the risk ...
CAPM is one of the subjects that contitute fundamentals of modern finance theory. Although the resea...
The paper describes and analyzes the application of the capital asset pricing model (CAPM) and the s...
In developed countries Capital Asset Pricing Model (CAPM) is the most frequently used model for dete...
An equilibrium Capital Asset Pricing Model (CAPM) of Treynor (1962), Sharpe (1964), Lintner (1965), ...
We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Excha...
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates an equilibr...