The capital asset pricing model versus the Three Factor Model : a United Kingdom perspective (Record no. 57991)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00729nam a2200145Ia 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260716043956.0 |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 11.02.02 I615bh |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bhatnagar, Chandra Shekhar |
| 245 ## - TITLE STATEMENT | |
| Title | The capital asset pricing model versus the Three Factor Model : a United Kingdom perspective |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | [UWI] |
| Place of publication, distribution, etc. | [St. Augustine]TT |
| Date of publication, distribution, etc. | 2009 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 27 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Provides an out-of-sample perspective to the work of Fama and French (1996, 2006). Uses multiple regression to compare the performance of the Capital Asset Pricing Model (CAPM), a spilt sample CAPM and the Three Factor Model in explaining observed stock returns and value premium effects in the United Kingdom market. |
| 583 ## - ACTION NOTE | |
| Time/date of action | 2/26/10 |
| Action agent | JOYD |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Monograph |
| Call number suffix | I615bh |
No items available.