On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
| Year of publication: |
2010
|
|---|---|
| Authors: | Lam, Keith ; Li, Frank ; So, Simon |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 35.2010, 1, p. 89-111
|
| Publisher: |
Springer |
| Subject: | Fama and French | Four-factor model | Momentum | Up and down markets | Seasonality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008526436