Risk factors in the UK stock market
This thesis examines risk factors in the UK Stock Market. This objective is achieved by testing the validity of the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The models were tested using data for the period between 1972 to 1993. Test of the CAPM was conducted by exam...
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| Format: | Default Thesis |
| Published: |
2000
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/7346 |
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