A validity test of capital asset pricing model for Dhaka Stock Exchange
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates an equilibrium linear association between expected return and risk of an asset.This study investigates a risk-return relationship within the CAPM framework in Dhaka Stock Exchange (DSE) using monthly stock retur...
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Asian Network for Scientific Information
2011
|
Online Access: | https://repo.uum.edu.my/id/eprint/12819/1/3490.pdf |