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- W404590832 abstract "This paper describes my investigation of the relationship between return and risk on the stocks of the Nepal Stock Exchange Ltd. (NEPSE), applying cross-sectional regression with a new modified version of the conventional two-step method and using eleven years of monthly data with capital adjustment for elements such as dividends, bonus issues and right issues. The empirical finding shows that the CAPM does not provide a significantly positive relationship between common stock risk and return on the NEPSE for the total sample period from 1998 to 2008. Around thirty-two percent of the total months showed a significant relationship between risk and return and the year 2004 showed a significant relationship in the CAPM test. The remaining periods showed no relationship between risk and return. In terms of goodness of fit, R 2 for the total sample period was approximately 0.0039 and provided very weak fitness of the result. The overall finding shows that CAPM fails to predict the relationship between risk and return in the Nepalese stock market." @default.
- W404590832 created "2016-06-24" @default.
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- W404590832 date "2010-03-01" @default.
- W404590832 modified "2023-09-28" @default.
- W404590832 title "An examination of the relationship between risk and return in the Nepalese stock market" @default.
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