HIGHLIGHTS
- What: This paper uses daily trading data of SSE 50 Index to analyze the A-share market, and the final empirical results show that the return rate of Chinese stock market can be effectively explained by CAPM model, but only in some specific industries, the Fama-French three-factors model can be effectively used.
- Who: China, A-shares and Qisheng, Zhang from the School of Economics and Finance, Central University of Finance and Economics, Beijing, have published the research work: The Test of CAPM and Fama-Franch Three-factor Model on China A-shares, in . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.