Research on capital asset pricing model empirical in China market

Abstract

The main purpose of the paper is to conduct a study of CAPM in China’s Stock markets. Stocks data and combined data of Shanghai Stock Exchange were selected as research subjects in this paper. Empirical analysis of these data has been carried out by way of t-statistics and joint test to verify whether CAPM model would be true of China’s stock market… (More)

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@inproceedings{Dai2014ResearchOC, title={Research on capital asset pricing model empirical in China market}, author={Jianhua Dai and Jian Hu and Songmin Lan}, year={2014} }