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Excerpt from The Market Model Applied to European Common Stocks: Some Empirical Results The stock price literature abounds with applications of the Markowitz [l] Sharpe [15] market model to American stock price data.2 There is a lack of corresponding studies for non-american securities, due primarily to the absence of generally available machine readable data bases (see however [13] and The purpose of this paper is to present the results of some initial tests of the market model for a broad cross-section of the European common stocks. Our data base consists of daily price and dividend data for 228 stocks from seven European countries.3 In addition, for com - parison purposes we have included a sample of 65 American securities. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

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