Bhatnagar, Chandra Shekhar <br/><br/>
The capital asset pricing model versus the Three Factor Model : a United Kingdom perspective 

 - [St. Augustine]TT  [UWI]  2009 
 - 27 p. 
<br/><br/> 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. 
<br/><br/><label>Universal Decimal Class. No.: </label>11.02.02 I615bh