An Empirical Study of the Suitability of the CAPM for the China Stock Market

碩士 === 淡江大學 === 大陸研究所 === 90 === In financial management, one of the most important models of return and risk is Capital Assets Pricing Model. And the China stock markets formed Shanghai stock exchange in 1990 and issued B share in 1992. It is very interest using CAPM in China stock market. We calcu...

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Bibliographic Details
Main Authors: Chen Po-Chung, 陳博鍾
Other Authors: Yang Wei Jen
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/32525918848582507324