References
[1]. Yang Shuanghui, Zheng Zhikai. CAPM model in the a-share market applicability of empirical test [J]. Journal of financial theory and the teaching, 2021 (6) : 39-44. DOI: 10.13298 / j.carol carroll nki ftat. 2021.06.010
[2]. Author, F., Author, S.: Title of a proceedings paper. In: Editor, F CONFERENCE 2016, LNCS, vol. 9999, pp. 1–13. (2016).
[3]. LI K X. The applicability of Capital Asset Pricing Model (CAPM) in Chinese stock market [J]. Bohai sea economic outlook, 2022 (4): 157-160.
[4]. Liu Yiwen, Deng Nan, Ding Pan. Research on the Efficiency of Shanghai Stock Market Based on Bayesian CAPM Model [J]. Financial Economy, 2022 (04): 15-28.
[5]. FAN D N. An empirical study on optimal selection of asset portfolio and market portfolio based on CAPM model [J]. Investment and Entrepreneurship, 222,33(05):11-13.
[6]. ZHANG M M. The ineffectiveness of CAMP Theory in Chinese stock market [J]. Fortune Times,2021(11):182-183.
[7]. FAMA E F.; The behavior of stock-market prices[J]. The Journal of Business, 1965, 38(01):34-105.
[8]. CHATTERJEE P, RAKSHIT D. Measurement of Indian stock market efficiency through random walk model[J]. National Journal of Multidisciplinary Research and Development, 2018,3(01):34-37.
[9]. Wang Weijie, Tao Sha, Li Jiangyue, Hou Weibo. An empirical test of the effectiveness of capital asset pricing model based on Chinese enterprises [J]. Journal of huaibei normal university (natural science edition),2021,42(04):23-31.
[10]. Lin S Y. The relationship between corporate capital structure and corporate value: Based on CAPM model and WACC analysis [J]. China Collective Economy, 2022(12): 108-110.
[11]. Yang Deming. An empirical study on China's stock market using conditional CAPM model with macroeconomic variables [D]. 2021. DOI: 10.27412 /, dcnki. Gxncu. 2021.001915.
Cite this article
Li,M. (2023). The Research on the Application of CAPM Model in Chinese Stock Market. Advances in Economics, Management and Political Sciences,15,367-370.
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References
[1]. Yang Shuanghui, Zheng Zhikai. CAPM model in the a-share market applicability of empirical test [J]. Journal of financial theory and the teaching, 2021 (6) : 39-44. DOI: 10.13298 / j.carol carroll nki ftat. 2021.06.010
[2]. Author, F., Author, S.: Title of a proceedings paper. In: Editor, F CONFERENCE 2016, LNCS, vol. 9999, pp. 1–13. (2016).
[3]. LI K X. The applicability of Capital Asset Pricing Model (CAPM) in Chinese stock market [J]. Bohai sea economic outlook, 2022 (4): 157-160.
[4]. Liu Yiwen, Deng Nan, Ding Pan. Research on the Efficiency of Shanghai Stock Market Based on Bayesian CAPM Model [J]. Financial Economy, 2022 (04): 15-28.
[5]. FAN D N. An empirical study on optimal selection of asset portfolio and market portfolio based on CAPM model [J]. Investment and Entrepreneurship, 222,33(05):11-13.
[6]. ZHANG M M. The ineffectiveness of CAMP Theory in Chinese stock market [J]. Fortune Times,2021(11):182-183.
[7]. FAMA E F.; The behavior of stock-market prices[J]. The Journal of Business, 1965, 38(01):34-105.
[8]. CHATTERJEE P, RAKSHIT D. Measurement of Indian stock market efficiency through random walk model[J]. National Journal of Multidisciplinary Research and Development, 2018,3(01):34-37.
[9]. Wang Weijie, Tao Sha, Li Jiangyue, Hou Weibo. An empirical test of the effectiveness of capital asset pricing model based on Chinese enterprises [J]. Journal of huaibei normal university (natural science edition),2021,42(04):23-31.
[10]. Lin S Y. The relationship between corporate capital structure and corporate value: Based on CAPM model and WACC analysis [J]. China Collective Economy, 2022(12): 108-110.
[11]. Yang Deming. An empirical study on China's stock market using conditional CAPM model with macroeconomic variables [D]. 2021. DOI: 10.27412 /, dcnki. Gxncu. 2021.001915.