CAPM Test to Shanghai Stock Market
RUAN Tao,LIN Shao-gong (Huazhong University of Science and Technology,Wuhan 430074,China)
In this paper,we use the methods of probability and statistics to test whether Shanghai Stock Market fulfills the requirement of CAPM. The process of the analysis and the final comclusion are showed.
【CateGory Index】： F832.5