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The strength and usefulness of CAPM before and after the Global Financial Crisis

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Figshare2020-11-12 更新2026-04-28 收录
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https://figshare.com/articles/dataset/The_strength_and_usefulness_of_CAPM_before_and_after_the_Global_Financial_Crisis/13222064
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Creation of portfolios based on different industries and market capitalization to determine the accuracy of the CAPM before and after the Global Financial Crisis.Investigating if different forms of calculating betas for portfolios can increase/decrease the accuracy of the CAPM.Calculation of betas.Kolmogorov smirnov test, Normality, T-tests and descriptive statistics.
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2020-11-12
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