Please use this identifier to cite or link to this item:
https://ptsldigital.ukm.my/jspui/handle/123456789/783756| Title: | The pricing of risky assets on an Asian emerging market - the case of Hong Kong |
| Authors: | Yan-Ki Ho Yan-Leung Cheung Gordon Tang |
| Conference Name: | Pacific-Basin Finance Conference |
| Keywords: | Asset Hong Kong |
| Conference Date: | 1990-06-04 |
| Conference Location: | Bangkok, Thailand |
| Abstract: | Using weekly data from March 1984 to July 1987, that the applicability of the traditional form of CAPM in the pricing of Hong Kong stocks seems to be rather weak. some indications showing that the risk and return relationship may not be linear and the market is not perfect in that investors are not holding the market portfolio. Thus, systematic risk is not priced while total risk may be priced. |
| Pages: | 56 |
| Call Number: | HC681.P338 1990 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/783756 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.