000 00729nam a2200145Ia 4500
005 20260716043956.0
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 _c57991
_d57991