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Search: subject:"Fama–French Three Factor"
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Subject
All
CAPM
64
Capital income
44
Kapitaleinkommen
44
Fama-French three-factor model
42
Börsenkurs
37
Share price
37
Fama-French model
27
Fama-French-Modell
27
Portfolio selection
25
Portfolio-Management
25
Theorie
17
Theory
17
Estimation
15
Schätzung
15
Capital market returns
14
Kapitalmarktrendite
14
Aktienmarkt
13
India
13
Indien
13
Stock market
13
Risikoprämie
12
Risk premium
12
Carhart four-factor model
10
asset pricing
9
Beta risk
8
Betafaktor
8
Factor analysis
7
Faktorenanalyse
7
Fama-French Three-Factor Model
7
Fama–French three-factor model
7
Asset pricing
6
Fama-French five-factor model
6
Volatility
6
Volatilität
6
value effect
6
Fama-French three factor model
5
Firm size
5
USA
5
United States
5
Aktienindex
4
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Online availability
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Undetermined
42
Free
37
CC license
5
Type of publication
All
Article
98
Book / Working Paper
13
Other
1
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Arbeitspapier
7
Article
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
research-article
3
Aufsatz im Buch
1
Book section
1
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Language
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English
95
Undetermined
16
German
1
Author
All
Faff, Robert W.
3
Foye, James
3
Wang, Xiaolei
3
Abraham, Rebecca
2
Ahmad, Eatzaz
2
Aman, Mishra
2
Ausloos, Marcel
2
Besimi, Fatmir
2
Bisheva, Ana
2
Bowes, Jordan
2
Cakici, Nusret
2
Canbas, Serpil
2
Chan, Howard Wei-hong
2
Chong, Terence Tai-Leung
2
El-Chaarani, Hani
2
Erismis, Ahmet
2
Fabozzi, Frank J.
2
Ferreira, Eva
2
Javid, Attiya Y.
2
Jin, Sainan
2
Kandir, Serkan Yilmaz
2
Khudoykulov, Khurshid
2
Kiesel, Florian
2
Konieczka, Przemysław
2
Li, Yan
2
Lübbering, Andreas
2
Mirza, Nawazish
2
Mishra, Dev R.
2
Momani, Mohammad Q. M.
2
Rajesh, R.
2
Schiereck, Dirk
2
Su, Liangjun
2
Tan, Sinan
2
Tao, Zhi
2
Tian, Mary
2
Tripathi, Vanita
2
Vyas, Vishal
2
Yang, Liyan
2
Zaremba, Adam
2
Zhang, Yonghui
2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
National Bureau of Economic Research
1
Pakistan Institute of Development Economics
1
School of Economics, Singapore Management University
1
Published in...
All
Journal of Risk and Financial Management
4
Journal of risk and financial management : JRFM
4
Review of asset pricing studies : RAPS
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Journal of financial and quantitative analysis : JFQA
3
Applied economics
2
Emerging Markets Finance and Trade
2
Istanbul Stock Exchange Review
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of international financial markets, institutions & money
2
MPRA Paper
2
Working paper / National Bureau of Economic Research, Inc.
2
"e-Finanse"
1
Abacus : a journal of accounting, finance and business studies
1
Accounting and finance
1
Applied Financial Economics
1
Applied economics letters
1
Atlantic economic journal : AEJ
1
BILTOKI
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
CREB working paper
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Copernican Journal of Finance & Accounting : CJF&A
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Corporate social responsibility and environmental management
1
Credit and Capital Markets – Kredit und Kapital
1
Credit and capital markets : Kredit und Kapital
1
Economic and financial modeling of markets, institutions and instruments
1
Economic papers : a journal of applied economics and policy
1
Economic research
1
Economy, Business and Development: An International Journal (EB&D)
1
Economy, business & development : an international journal
1
Emerging Markets Review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European Journal of Marketing
1
European journal of marketing : EJM
1
Finance India : the quarterly journal of Indian Institute of Finance
1
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Source
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ECONIS (ZBW)
83
RePEc
18
EconStor
7
Other ZBW resources
3
BASE
1
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112
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101
Testing conditional factor models : a nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 972-992
Persistent link: https://www.econbiz.de/10009492521
Saved in:
102
Asset pricing behaviour with dual-beta in case of Pakistani stock market
Javid, Attiya Y.
;
Ahmad, Eatzaz
- In:
The Pakistan development review : PDR
50
(
2011
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009718137
Saved in:
103
Unexpected correlations in Fama-MacBeth methodology outcomes
Cavenaile, Laurent
;
Dubois, David
;
Hlávka, Jaroslav
- In:
The IUP journal of financial economics
9
(
2011
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10009297230
Saved in:
104
Revisiting CAPM and
Fama
French
three
factor
model in Indian equity market
Sobti, Neharika
- In:
Business analyst : a refereed journal of Shri Ram …
37
(
2016
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10011858560
Saved in:
105
A cross-section analysis of financial market integration in North America using a four factor model
Beaulieu, Marie-Claude
;
Gagnon, Marie-Hélène
;
Khalaf, …
- In:
International journal of managerial finance : IJMF
5
(
2009
)
3
,
pp. 248-267
Persistent link: https://www.econbiz.de/10003935303
Saved in:
106
Which factors are priced? : an application of the
Fama
French
three-factor
model in Australia
Duc Hong Vo
- In:
Economic papers : a journal of applied economics and policy
34
(
2015
)
4
,
pp. 290-301
Persistent link: https://www.econbiz.de/10011433627
Saved in:
107
Size and value premium in Karachi stock exchange
Mirza, Nawazish
;
Shahid, Saima
- In:
The Lahore journal of economics
13
(
2008
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003833641
Saved in:
108
Accruals, capital investments, and stock returns
Wei, K. C. John
;
Xie, Feixue
- In:
Financial analysts' journal : FAJ
64
(
2008
)
5
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003771843
Saved in:
109
Size and value premium in Karachi Stock Exchange
Mirza, Nawazish
-
2008
Persistent link: https://www.econbiz.de/10003749784
Saved in:
110
Yield spreads as alternative risk factors for size and book-to-market
Hahn, Jaehoon
;
Lee, Hangyong
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003331867
Saved in:
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