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The Frontiers of Society, Science and Technology, 2020, 2(9); doi: 10.25236/FSST.2020.020906.

The Practicability Test of CAPM Model in China Security Market

Author(s)

Deng Wei

Corresponding Author:
Deng Wei
Affiliation(s)

School of Economics, Tianjin University of Commerce, Tianjin 300000, China

Abstract

In this paper, the significance of the validity test of CAPM model in China's market is described first, and then the practical application of CAPM model in China's securities market is measured and tested. Finally, the problems existing in the practical application of CAPM model in China's securities market are empirically analyzed.

Keywords

CAPM model, Theory validity test, Application analysis, China securities market

Cite This Paper

Deng Wei. The Practicability Test of CAPM Model in China Security Market. The Frontiers of Society, Science and Technology (2020) Vol. 2 Issue 9: 23-26. https://doi.org/10.25236/FSST.2020.020906.

References

[1] Jin Mengying (2020). Research on the applicability of capital asset pricing (CAPM) model in China's securities market [J]. China township enterprise accounting, no.6, pp.9-10.

[2] Lai Weining (2009). Empirical analysis of CAPM model in Shanghai [J]. Business culture (academic edition), no.7, pp. 71-72.