Erasmus university rotterdam

ERASMUS UNIVERSITY ROTTERDAM
ERASMUS SCHOOL OF ECONOMICS

MSc Economics & Business

Master Specialization Financial Economics

Capital Asset Pricing in Emerging Markets:

An Empirical Investigation

Author: H. A. Barahmeh

EUR study number: 276622hb

Thesis supervisor : Dr. R.C.J. Zwinkels

Finish date: March 2010

ACKNOWLEDGEMENTS

This thesis is the result of my research on the Capital Asset Pricing Model in emerging markets. The thesis is written for the completion of the Master’s of Science in Economics & Business at the Erasmus University Rotterdam.

I would first like to acknowledge and thank my thesis supervisor Dr. R.C.J Zwinkels. I am very grateful for his support, guidance and patience during the writing of my thesis. I would also like to thank my family and friends for their support and love during my time at the university. All of them helped me to successfully complete my Master’s degree.

Hafez Barahmeh,

Rotterdam, March 2010


NON-PLAGIARISM STATEMENT

By submitting this thesis the author declares to have written this thesis completely by himself/herself, and not to have used sources or resources other than the ones mentioned. All sources used, quotes and citations that were literally taken from publications, or that were in close accordance with the meaning of those publications, are indicated as such.

COPYRIGHT STATEMENT
The author has copyright of this thesis, but also acknowledges the intellectual copyright of contributions made by the thesis supervisor, which may include important research ideas and data. Author and thesis supervisor will have made clear agreements about issues such as confidentiality.

Electronic versions of the thesis are in principle available for inclusion in any EUR thesis database and repository, such as the Master Thesis Repository of the Erasmus University Rotterdam