CAPM or APT? A comparison of two asset pricing models for Malaysia

CAPM or APT? A comparison of two asset pricing models for Malaysia

This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and the arbitrage pricing theory, APT. A comparis...

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Bibliographic Details
Main Authors: Ch'ng, Huck Khoon, Sanda, Ahmadu Umaru, Gupta, G.S.
Format: Article
Language:English
Published: Universiti Utara Malaysia 1999
Subjects:
HG Finance
Online Access:https://repo.uum.edu.my/id/eprint/510/1/Ch%27ng_Huck_Khoon.pdf

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