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Journal of Applied Sciences
  Year: 2006 | Volume: 6 | Issue: 10 | Page No.: 2297-2301
DOI: 10.3923/jas.2006.2297.2301
 
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Fama-French’s CAPM: An Empirical Investigation on DSE

Mostafizur Rahman, Azizul Baten , Belal Uddin and Mahmud Zubayer

Abstract:
In this study an attempt has been made to investigate and done an empirical study where the CAPM is still alive in DSE with the consideration of two more variables. This study also attempts to take into account whether the Fama-French’s CAPM model is applicable in Bangladesh DSE with the consideration not only the beta factor but also the factors such as book to market value and size (market capitalization and sales), involve to determine the stock return in an emerging market like Bangladesh and minimize the gap between theoretical and empirical studies.
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How to cite this article:

Mostafizur Rahman, Azizul Baten , Belal Uddin and Mahmud Zubayer , 2006. Fama-French’s CAPM: An Empirical Investigation on DSE. Journal of Applied Sciences, 6: 2297-2301.

DOI: 10.3923/jas.2006.2297.2301

URL: https://scialert.net/abstract/?doi=jas.2006.2297.2301

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