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Multifactor Capital Asset Pricing Model In The Jordanian Stock Market, Mohammad Kamel Elshqirat
Multifactor Capital Asset Pricing Model In The Jordanian Stock Market, Mohammad Kamel Elshqirat
Walden Dissertations and Doctoral Studies
A valid and accurate capital asset pricing model (CAPM) may help investors and mutual funds managers in determining expected returns and thus, may increase profits which can be reflected on the community resources. The problem is that the traditional CAPM does not accurately predict the expected rate of return. A more accurate model is needed to help investors in determining the intrinsic price of the financial asset they want to sell or buy. The purpose of this study was to examine the validity of the single-factor CAPM and then develop and test the validity of a multifactor CAPM in the …