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Search: subject:"Fama–French Three Factor"
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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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Undetermined
42
Free
37
CC license
5
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Article
98
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13
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1
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Article in journal
74
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74
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7
Article
7
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English
95
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16
German
1
Author
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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
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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
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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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ECONIS (ZBW)
83
RePEc
18
EconStor
7
Other ZBW resources
3
BASE
1
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111
Asset pricing and the illiquidity premium
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
The financial review : the official publication of the …
40
(
2005
)
4
,
pp. 429-458
Persistent link: https://www.econbiz.de/10003211775
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112
An investigation into the role of liquidity in asset pricing : Australian evidence
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
11
(
2003
)
5
,
pp. 555-572
Persistent link: https://www.econbiz.de/10001806901
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