The application of Capital Asset Pricing Model (CAPM) to individual securities on Ghana stock exchange

William Coffie; Osita Chukwulobelu

doi:10.1108/S1479-3563(2012)000012B010

The application of Capital Asset Pricing Model (CAPM) to individual securities on Ghana stock exchange

William Coffie, Osita Chukwulobelu

University of Wolverhampton

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

6 Citations (SciVal)

Original language	English
Title of host publication	Finance and Development in Africa
Editors	Kojo Menyah, Joshua Abor
Pages	121-147
Number of pages	27
Edition	PARTB
DOIs	https://doi.org/10.1108/S1479-3563(2012)000012B010
Publication status	Published (VoR) - 2012

Publication series

Name	Research in Accounting in Emerging Economies
Number	PARTB
Volume	12
ISSN (Print)	1479-3563

Keywords

Capital Asset Pricing Model
Error correction mechanism
Stock market
Time series analysis
Unit root

Access to Document

10.1108/S1479-3563(2012)000012B010

Cite this

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title = "The application of Capital Asset Pricing Model (CAPM) to individual securities on Ghana stock exchange",

keywords = "Capital Asset Pricing Model, Error correction mechanism, Stock market, Time series analysis, Unit root",

author = "William Coffie and Osita Chukwulobelu",

year = "2012",

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language = "English",

isbn = "9781781902240",

series = "Research in Accounting in Emerging Economies",

number = "PARTB",

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editor = "Kojo Menyah and Joshua Abor",

booktitle = "Finance and Development in Africa",

edition = "PARTB",

}

The application of Capital Asset Pricing Model (CAPM) to individual securities on Ghana stock exchange. / Coffie, William; Chukwulobelu, Osita.
Finance and Development in Africa. ed. / Kojo Menyah; Joshua Abor. PARTB. ed. 2012. p. 121-147 (Research in Accounting in Emerging Economies; Vol. 12, No. PARTB).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

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AU - Chukwulobelu, Osita

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KW - Capital Asset Pricing Model

KW - Error correction mechanism

KW - Stock market

KW - Time series analysis

KW - Unit root

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DO - 10.1108/S1479-3563(2012)000012B010

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T3 - Research in Accounting in Emerging Economies

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BT - Finance and Development in Africa

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ER -

The application of Capital Asset Pricing Model (CAPM) to individual securities on Ghana stock exchange

Publication series

Keywords

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