Il CAPM: il caso dell'Italia

Giuseppe Ricciardo Lamonica

No 256, Working Papers from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Abstract: The 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.

Pages: 15
Date: 2006-03
New Economics Papers: this item is included in nep-cfn and nep-fmk
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Citations: View citations in EconPapers (3)

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