00645nam a2200109Ia 4500080002000000100003100020245009700051260003500148300001000183520032400193583001800517  a11.02.02 I615bh  aBhatnagar, Chandra Shekhar  aThe capital asset pricing model versus the Three Factor Model : a United Kingdom perspective  b[UWI]a[St. Augustine]TTc2009  a27 p.  aProvides 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.  c2/26/10kJOYD