All Articles tagged capm
- Published Research Articles
December 31, 2008 IST In this paper the Standard CAPM, the Labour CAPM, the Conditional CAPM and the Conditional Labour CAPM were tested on FTSE 100 return data over the period 1984–2004.
- Published Research Articles
December 31, 1997 IST This paper re-examines the usefulness of beta in CAPM. We find that beta does not explain the cross-section of returns except for the months of January and April.