In this paper, an empirical research on the system risks of the Shenzhen Stock Market using capital asset pricing model is conducted. The typical composition stocks on Shenzhen Stock Market in 1998 are taken as sample...In this paper, an empirical research on the system risks of the Shenzhen Stock Market using capital asset pricing model is conducted. The typical composition stocks on Shenzhen Stock Market in 1998 are taken as samples. Some quantitative analysis results are got, which can measure the risk of stock market.展开更多
文摘In this paper, an empirical research on the system risks of the Shenzhen Stock Market using capital asset pricing model is conducted. The typical composition stocks on Shenzhen Stock Market in 1998 are taken as samples. Some quantitative analysis results are got, which can measure the risk of stock market.
