A comparative study of the Fama-French Three Factor and the Carhart Four Factor Models : empirical evidence from Morocco
Omar Tazi, Samir Aguenaou, Jawad Abrache
| Year of publication: |
2022
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|---|---|
| Authors: | Tazi, Omar ; Aguenaou, Samir ; Abrache, Jawad |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 12.2022, 1, p. 58-66
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| Subject: | Capital Asset Pricing Model | Fama-French Three Factor Model | Carhart Four Factor Model | Emerging Market | Casablanca Stock Exchange | CAPM | Marokko | Morocco | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Faktorenanalyse | Factor analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.12685 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012802974