This dissertation aims to study the Beta factor specifically in the mining companies on the Vancouver Stock Exchange (VSE). The Beta factor used in this paper is he one derived from the theoretical time-series form of the Capital Asset Pricing Model (CAPM) fom May 1992 to March 1997. The sample of stuy was divided into six groups according to certain characteristics of the mining companies.
Ende der Leseprobe aus 40 Seiten
- nach oben