Application of the Capital Asset Pricing Model in Emerging Markets: Empirical research on Vietnam Ho Chi Minh Stock Exchange
碩士 === 長庚大學 === 商管專業學院 === 105 === This thesis examines the applicability of the Capital Asset Pricing Model (CAPM) on Vietnam stock market, one of the most dynamic frontier markets of developing countries today. More specifically, by referring Fama-MacBeth two-stage regression, this study investiga...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/n96pv3 |