How can the CAPM be tested empirically? What are the expected results of regressing average returns on

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How can the CAPM be tested empirically? What are the expected results of regressing average returns on betas?

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Question Posted: Dec 15, 2015 06:12 AM

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How can the CAPM be tested empirically? What are the expected results of regressing average returns on

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Investments Analysis and Management

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