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العنوان
The effect of different disparity use of capital asset pricing model (CAPM) on the Egyptian emerging market :
الناشر
Mohamed Abdelhamid Mohamed ,
المؤلف
Mohamed Abdelhamid Mohamed
تاريخ النشر
2015
عدد الصفحات
140 Leaves :
الفهرس
Only 14 pages are availabe for public view

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Abstract

Purpose {u2013} The study aims to examine the existence of disparity Capital Asset Pricing Model CAPM variability, Data input disparity for the CAPM and Market integration effect on the Egyptian Emerging market. Design/methodology/Approach The study employed empirical evidence based on an empirical research that had been built using a verifiable secondary data includes Government sources, corporate filings, such as annual reports to the U.S. Securities and Exchange Commission (SEC) and Egyptian market Exchange and electoral statistics and other related databases. The study used 11 different CAPMs and different data input sources with three actual valuation studies had been performed in the Egyptian market. The study used 5 emerging markets data items to measure the extent of the market integration including Egypt, Qatar, Turkey, South Africa, and Nigeria. The study period was ranged from (2010 {u2013} 2014)