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Application of Capital Asset Pricing Model in ALKWAIT Capital Market | ||
| TANMIYAT AL-RAFIDAIN | ||
| Article 1, Volume 31, Issue 94, 2009, Pages 252-270 PDF (204.89 K) | ||
| DOI: 10.33899/tanra.2009.161821 | ||
| Author | ||
| dr. Sarmad Al-Jameel | ||
| Abstract | ||
| Abstract This research used the actual data of ALKWAIT capital market in estimating the capital asset pricing model. The application has three sides: the first one covered all companies listed in the market and the second side focused on the portfolios building during the research period, whereas the third took the market indices. However, this is the implication of the research objective which is studying the relationship between return and risk under the methodology of the capital asset pricing model. The research analysis indicated two important issues, the determination of beta coefficient for individual stock and for the portfolios. The result is significant in different levels of probability within the traditional capital asset pricing model. . | ||
| Keywords | ||
| Capital Asset Pricing Model; Capital Market | ||
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