Li, Yibo and Gu, Yuyuan (2012) The Applicability of Capital Asset Pricing Model in Shenzhen A-shares. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
This paper empirically tests the effectiveness of CAPM in the Chinese securities market using industry index data from 2012 to 2020 based on the industry grouping approach and with reference to the relevant research base of Chinese and foreign scholars. And draw the following conclusion: CAPM model
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:36 |
| URI: | http://eprints.eai.eu/id/eprint/44220 |
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