下面是当时论文题目的要求:
FIN4 Testing the Capital Asset Pricing Model (CAPM)
Students will collect monthly data on the stock price of 50 companies listed on the same stock exchange. They will test the Sharpe-Lintner version of the CAPM using both the cross-section and time-series approaches. The results should be discussed in light of the empirical evidence in existing studies.
Initial reference:
Fama, E.F., French, K.R., 2004. The Capital Asset Pricing Model: theory and evidence. Journal of Economic Perspectives 18, 25–46.
下面是论文部分的截图: