Title: The study on the benefits and risks of the stock market based on the CAPM model——In the case of Shanghai stock market
Abstract: On the basis of the capital asset pricing model,to demonstrate the relationship between Shanghai stock market returns and risks. The article also selects 50 2014 stock SSE 50 as sample data were analyzed by using regression method,time series analysis and cross section of the least squares method,to test whether the risk of the stock system has significant effect. Finally we found that,the non systemic risk has great influence on the stock returns,the relationship between system risk and rate of return on investment is not consistent with the CAPM model,and demonstrate to disperse the non systematic risk function through the establishment of a portfolio can.
Publication Year: 2015
Publication Date: 2015-01-01
Language: en
Type: article
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