On the robustness of the Fama-French three-factor and the Carhart four-factor models on the Amman Stock Exchange
Year of publication: |
2021
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Authors: | Momani, Mohammad Q. M. |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 11.2021, 1, p. 64-80
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Subject: | asset pricing | Fama-French three-factor | Carhart four-factor | Amman Stock Exchange | ASE | Jordan | Börsenhandel | Stock exchange trading | CAPM | Jordanien | Börsenkurs | Share price |
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