Asset Pricing on London Stock Exchange in The Conventional And Downside Risk Approach
Insights in Accounting Practices and Financial Management: 37FINACC 2021
The aim of the study is to verify the pricing of assets on the London Stock Exchange using CAPM and D-CAPM. In this study the risk-return relationships were estimated using realised returns in cross-sectional regressions. In CAPM relations the risk was considered in a classical…