نموذج توازن الأصول الرأسمالية بين نظرية المالية السلوكية و كفاءة أسواق رأس المال : دراسة تطبيقية لشركات صناعية مدرجة بالبورصة السعودية خلال الفترة 2011-2014

Abstract EN

The aim of this study is to justify the validity of the anomalies that exist in the CAPM model, we chose 13 industrial companies listed on the Saudi stock exchange during 03-01-2011 to 03-01-2014 .The result obtained in this study confirms that the Saudi stock exchange is an efficient market in the weak-form EMH, and the anomalies in CAPM , it was found that the return of companies are not affected by a single factor, but several factors such as the size and behaviors performed by the agents at the end of the weekend the beginning of the year.