| 000 | 00700nam a2200133Ia 4500 | ||
|---|---|---|---|
| 080 | _a11.02.02 I615bh | ||
| 100 | _aBhatnagar, Chandra Shekhar | ||
| 245 | _aThe capital asset pricing model versus the Three Factor Model : a United Kingdom perspective | ||
| 260 |
_b[UWI] _a[St. Augustine]TT _c2009 |
||
| 300 | _a27 p. | ||
| 520 | _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. | ||
| 583 |
_c2/26/10 _kJOYD |
||
| 942 |
_cM _mI615bh |
||
| 999 |
_c34674 _d34674 |
||