Asset Pricing Models
Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange

Ebrahim Abbasi; Meysam Kaviani; Ebrahim Farbod

Volume 4, Issue 2 , October 2017, , Pages 148-157

  The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter (1965) as one of the ways in which investors can ...  Read More