Assessing and testing the Capital Asset Pricing Model (CAPM): a study involving KSE-Pakistan

Assessing and testing the Capital Asset Pricing Model (CAPM): a study involving KSE-Pakistan

Article ID

SWB71

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Assessing and testing the Capital Asset Pricing Model (CAPM): a study involving KSE-Pakistan

Muhammad Ibrahim Khan National Defence University Islamabad

Maria Gul

Noorul Mudassar Khan

Bilal Nawaz

Sanaullah

DOI

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Abstract

The current research study tests the CAPM, (Capital Asset Pricing Model) in Pakistan’s stock market, Karachi Stock Exchange KSE. Capital Asset Pricing Model explains the links present between risk and return in efficient markets. Therefore the current study has focused on the calculation of Beta of ten companies registered on KSE, and actual and expected returns have been compared. The data analysis revealed the limited applicability of CAPM to the KSE, 100-index. Further studies may be conducted to check the applicability of the model, by taking a large sample of companies, especially in Pakistani stock exchanges.

Assessing and testing the Capital Asset Pricing Model (CAPM): a study involving KSE-Pakistan

Authors

Muhammad Ibrahim Khan National Defence University Islamabad

Maria Gul

Noorul Mudassar Khan

Bilal Nawaz

Sanaullah

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How to Cite

Muhammad Ibrahim Khan. 1970. “. Global Journal of Management and Business Research – B: Economic & Commerce GJMBR-B Volume 12 (GJMBR Volume 12 Issue B10): .

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

GJMBR Volume 12 Issue B10
Pg. 33- 38

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Submission Received December 11, 2011
Accepted January 1, 2012
Published January 15, 2012

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Article Matrices

Total Score: 105

Country: Pakistan

Subject: Global Journal of Management and Business Research - B: Economic & Commerce

Authors: Muhammad Ibrahim Khan, Maria Gul, Noorul Mudassar Khan, Bilal Nawaz, Sanaullah (PhD/Dr. count: 0)

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Publish Date: 1970 01, Thu

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