Il CAPM: il caso dell'Italia
AbstractThe CAPM is one of the most popular models to find prices of risky assets. This model, has been and is still object of empirical verifications. In this paper, using the method of the multiple regression, we test the CAPM for the Italian stock exchange market in the period 1996-2004. The results show in unequivocal way the validity of the model.
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Bibliographic InfoPaper provided by Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali in its series Working Papers with number 256.
Date of creation: Mar 2006
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-29 (All new papers)
- NEP-CFN-2006-04-29 (Corporate Finance)
- NEP-FMK-2006-04-29 (Financial Markets)
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