Empirical test of capital asset pricing model on securities return of listed firms in Nigeria
This paper applied the capital-asset pricing model (CAPM) to determine stock returns of listed firms in the Nigeria Stock Exchange (NSE). For the purpose of investigation, annual data on stock price of twenty six (26) listed firms, Treasury bill a measure of risk- free rate and all share indexes a p...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Entrepreneurship and Sustainability Center
2020-12-01
|
Series: | Insights into Regional Development |
Online Access: | https://jssidoi.org/ird/article/56 |