An analysis of the capital asset pricing model in the Egyptian stock market
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References listed on IDEAS
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- Steve Satchell & Soosung Hwang, 2000.
"Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio,"
wp00-04, Warwick Business School, Finance Group.
- Soosung Hwang & Stephen Satchell, 2002. "Calculating the misspecification in beta from using a proxy for the market portfolio," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 771-781.
- Graham Smith & Keith Jefferis & Hyun-Jung Ryoo, 2002. "African stock markets: multiple variance ratio tests of random walks," Applied Financial Economics, Taylor & Francis Journals, vol. 12(7), pages 475-484.
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