A validity test of capital asset pricing model for Dhaka Stock Exchange

Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates an equilibrium linear association between expected return and risk of an asset.This study investigates a risk-return relationship within the CAPM framework in Dhaka Stock Exchange (DSE) using monthly stock retur...

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Bibliographic Details
Main Authors: Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul
Format: Article
Language:English
Published: Asian Network for Scientific Information 2011
Subjects:
Online Access:http://repo.uum.edu.my/12819/1/3490.pdf
http://repo.uum.edu.my/12819/
http://dx.doi.org/10.3923/jas.2011.3490.3496
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