A two‐pass model study of the CAPM: evidence from the UK stock market
Year of publication: |
2012
|
---|---|
Authors: | Hwang, Tienyu ; Gao, Simon ; Owen, Heather |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing Limited, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 29.2012, 2, p. 89-104
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Capital asset pricing model | Excess return | Idiosyncratic risk | Market model | Portfolio diversification | Risk‐return relationship | Two‐pass regression | UK stock market | United Kingdom |
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