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Empirical Analysis of the CAPM

In: Essentials of Financial Economics

Author

Listed:
  • Michael Donadelli

    (University of Brescia)

  • Michele Costola

    (Ca’ Foscari University of Venice)

  • Ivan Gufler

    (Luiss Guido Carli)

Abstract

A substantial body of empirical research in finance has been dedicated to the exploration of the underlying determinants of significant cross-sectional return differentials among diverse financial assets. Performance disparities are evident not only among individual securities within a given index but also across entire sectors and geographical regions. These discrepancies can be attributed to a myriad of factors, including firm-specific characteristics, industry-level trends, and divergent macroeconomic conditions specific to each country or region.

Suggested Citation

  • Michael Donadelli & Michele Costola & Ivan Gufler, 2025. "Empirical Analysis of the CAPM," Springer Texts in Business and Economics, in: Essentials of Financial Economics, chapter 4, pages 97-120, Springer.
    • Handle: RePEc:spr:sptchp:978-3-031-86189-5_4
    DOI: 10.1007/978-3-031-86189-5_4
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