An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector

• Main Authors: Hasan, Md Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul
• Format: Article
• Published: Global Science and Technology Forum 2012
• Subjects: HB Economic Theory
• Online Access: http://repo.uum.edu.my/12844/; http://dl4.globalstf.org/?wpsc-product=an-analysis-of-the-capm-for-dhaka-stock-exchange-evidence-from-non-financial-sector

In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. The study also aims at exploring whether the CAPM is applicable in DSE. For this study we have been used monthly stock returns from 60 non-financial companies f...