Journal of Applied Sciences1812-56541812-5662Asian Network for Scientific Information10.3923/jas.2006.2297.2301Fama-Frenchs CAPM: An Empirical Investigation on DSE]]>RahmanMostafizur Azizul Baten Belal Uddin Mahmud Zubayer 102006610In 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-Frenchs 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.]]>Dimsons, E., 19797197226Fama, E.F. and K.R. French,1989252349Fama, E.F. and K.R. French,1994Fischer, B.,197245444455Lintner, J.,1965471337Markowitz, H.,195277791Merton, R.C.,197341867887Jensen, M.C.,199348831880Mossin, J.,196634768783Ross, S.A.,197613341360Scholes, M.S. and J. William,19775309327Sharpe, W.F.,196419425442