A two-pass model study of the CAPM : evidence from the UK stock market
Year of publication: |
2012
|
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Authors: | Hwang, Tienyu ; Gao, Simon S. ; Owen, Heather |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 29.2012, 2, p. 89-104
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Subject: | Capital asset pricing model | Excess return | Idiosyncratic risk | Market model | Portfolio diversification | Risk-return relationship | Two-pass regression | UK stock market | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätzung | Estimation | Börsenkurs | Share price |
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