Indeed, the liquidity-adjusted capital asset pricing model shows how liquidity betas complement the standard market beta.
理论上也的确如此，流动性调节资产定价模型向我们展示出贝塔风险系数是如何补偿标准市场系数的。
Effective market hypothesis and capital asset pricing model are also discussed here as the base of empirical accounting research.
有效市场假说和资本资产定价模型作为实证会计理论研究的理论基础，在此也进行了讨论。
A new approach is employed to test herding towards the market portfolio, which is based on the cross-sectional dispersion of the factor loading of asset pricing model within Shanghai stock market.
采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。
Therefore, the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market.
因此，在上海A股市场，CAPM失去了有效性，资产定价可以由多因素模型决定。
Along with various accumulations of anomalies in financial market, the correctness of Efficient market Hypothesis (EMH) and the Capital Asset Pricing Model (CAPM) has been doubted.
随着金融市场上各种异象的累积，有效市场假说(emh)和资本资产定价模型(CAPM)的权威地位已开始动摇。
The Capital Asset Price model (CAPM) use the most extensive model on the security market at present.
资本资产定价模型(CAPM)是目前证券市场上应用最广泛的模型。
In this paper, we introduce the capital asset pricing model (CAPM), Prove the separation theorem. and analyze the Shanghai stock market with CAPM.
本文简单介绍了资本性资产定价模型(CAPM)，并且给出了分离定理的证明，还运用CAPM对上海股市进行了实证分析。
In this paper, we introduce the capital asset pricing model (CAPM), Prove the separation theorem. and analyze the Shanghai stock market with CAPM.
本文简单介绍了资本性资产定价模型(CAPM)，并且给出了分离定理的证明，还运用CAPM对上海股市进行了实证分析。
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