TY  - BOOK
AU  - Bhatnagar, Chandra Shekhar
TI  - The capital asset pricing model versus the Three Factor Model : a United Kingdom perspective
PY  - 2009///
CY  - [St. Augustine]TT
PB  - [UWI]
N2  - 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
ER  -