Empirical test to single and multifactor model of CAPM in the EURONEXT Lisbon (the portuguese stock exchange)
The objective of this paper was to test if the single-factor CAPM model is valid in the Portuguese stock exchange, when compared with the CAPM multifactorial proposed by Fama and French-Carhart. It used the Fama and French (1993; 1996) methodology, for a period of 14 years for a sample of 18 stocks...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10198/16923 |
| País: | Portugal |
| Oai: | oai:bibliotecadigital.ipb.pt:10198/16923 |