LAMONICA, Giuseppe RICCIARDO - Dipartimento di Scienze Economiche e Sociali, Facoltà … - 2006
The CAPM is one of the most popular models to find prices of risky assets. This model, has been and is still object of empirical verifications. In this paper, using the method of the multiple regression, we test the CAPM for the Italian stock exchange market in the period 1996-2004. The results...