00729nam a2200145Ia 450000500170000008000200001710000310003724500970006826000350016530000100020052003240021058300180053494200140055299900170056620260716043956.0  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  cMmI615bh  c57991d57991