ECON5007 Assignment (25%) Empirical Appraisal of the CAPM 1. Overview This assignment requires you to empirically test the Capital Asset Pricing Model (CAPM) using
ECON5007 Assignment (25%) Empirical Appraisal of the CAPM 1. Overview This assignment requires you to empirically test the Capital Asset Pricing Model (CAPM) using a sample of five stocks from the ASX200. You will implement both time-series and cross- sectional analyses, extend the model to include additional factors, and interpret results in terms of both […]