Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/783756
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dc.contributor.authorYan-Ki Ho-
dc.contributor.authorYan-Leung Cheung-
dc.contributor.authorGordon Tang-
dc.date.accessioned2026-06-24T02:50:04Z-
dc.date.available2026-06-24T02:50:04Z-
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/783756-
dc.description.abstractUsing 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.en_US
dc.language.isoenen_US
dc.subjectAsseten_US
dc.subjectHong Kongen_US
dc.titleThe pricing of risky assets on an Asian emerging market - the case of Hong Kongen_US
dc.typeSeminar Papersen_US
dc.format.pages56en_US
dc.identifier.callnoHC681.P338 1990 katsemen_US
dc.contributor.conferencenamePacific-Basin Finance Conference-
dc.coverage.conferencelocationBangkok, Thailand-
dc.date.conferencedate1990-06-04-
Appears in Collections:Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding

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