A five-factor asset pricing model : empirical evidence from Egypt
Rehab Taha and Khairy Elgiziry
| Year of publication: |
2016
|
|---|---|
| Authors: | Taha, Rehab ; El-Giziry, Khairy |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 21.2016, 4, p. 342-372
|
| Subject: | CAPM | Fama and French three-factor model | Carhart four-factor model | Chan and Faff four-factor model | size effect | value effect | momentum effect | Ägypten | Egypt | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584057