DocumentCode
3178025
Title
Empirical Study of the applicability of Capital Asset Pricing Model in Shanghai A-share market
Author
HeWu ; LiuPing
Author_Institution
Ningbo Inst. of Technol., Zhejiang Univ., Ningbo, China
fYear
2011
fDate
8-10 Aug. 2011
Firstpage
1101
Lastpage
1104
Abstract
Market returns and risks are compared to other mature capital market on the Shanghai A-share Firstly, Rate return of 170 listed companies Empirical Study in Shanghai a-share market of China, We can conclude that there is not a linear relationship between Risk and return of securities according CAPM and systematic risk is not the only deciding factor in the return on assets.
Keywords
marketing; pricing; CAPM; China; Shanghai A-share market; Shanghai a-share market; capital asset pricing model; capital market; market returns; market risks; securities; systematic risk; Correlation; Indexes; Portfolios; Pricing; Security; Stock markets; Systematics; Capital Asset Pricing Model; Empirical Study; Systematic risk; return on assets;
fLanguage
English
Publisher
ieee
Conference_Titel
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location
Deng Leng
Print_ISBN
978-1-4577-0535-9
Type
conf
DOI
10.1109/AIMSEC.2011.6010805
Filename
6010805
Link To Document