MétaCan
Menu
Back to cohort
Record W2562398266 · doi:10.5430/bmr.v5n4p62

Validity of the Capital Asset Pricing Model (CAPM) for Securities Trading at the Nairobi Securities Exchange (NSE)

2016· article· en· W2562398266 on OpenAlexvenueno aff
Georgas Janata

Bibliographic record

VenueBusiness and Management Research · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsCapital asset pricing modelEconomicsFinancial economicsEconometricsValue (mathematics)Capital marketRisk–return spectrumActuarial scienceBusinessFinanceStatisticsMathematics

Abstract

fetched live from OpenAlex

This research undertakes an empirical analysis of the validity of the Capital Asset Pricing Model (CAPM) for securities trading at the Nairobi Securities Exchange (NSE). Based on the critical conditions of the CAPM model, the specific objectives of the research were: to evaluate the level of systematic risks for firms listed on the NSE, to evaluate the rate of return for individual stocks listed on the NSE, to evaluate the rate of return for the NSE, to analyze the relationship between systematic risk and expected returns for firms listed on the NSE, and to evaluate the value of the intercept term for firms listed on the NSE. Fama & Macbeth’s two-pass regression method is applied to a sample of eighteen firms trading at the NSE, with the most recent data (May 2013 –May 2016) being used. By virtue of finding a beta value that is statistically different from zero, the study concludes that the CAPM is not a valid model for explaining risk-return relationships at the NSE. Other critical conditions which the findings violate include: the hypothesized linear risk-return relationship, and the hypothesized zero value for the intercept. Some of the failures of the CAPM are attributed to its theoretical failings, and specifically, its many unrealistic and simplifying assumptions. Although this study addresses the methodological weaknesses of prior studies by basing analysis on portfolios rather than individual stocks (thus correcting measurement error problems) and carrying out month-by-month cross-section regression (thus correcting residual errors); the methodology adopted still fails to account for anomalies in asset pricing. Therefore, in addition to recommending that future studies adopt methodologies that account for pricing anomalies, this study also recommends that future studies consider expanding the number of firms to study as well as the period of study. This can help to generate more observations, and therefore, better data fit.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.424
Threshold uncertainty score0.427

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.129
GPT teacher head0.285
Teacher spread0.156 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2016
Admission routes1
Has abstractyes

Explore more

Same venueBusiness and Management ResearchSame topicFinancial Markets and Investment StrategiesFrench-language works237,207