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  • Search: subject:"Fama–French Three Factor"
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Year of publication
Subject
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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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Online availability
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Undetermined 42 Free 37 CC license 5
Type of publication
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Article 98 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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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
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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
Published in...
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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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Source
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ECONIS (ZBW) 83 RePEc 18 EconStor 7 Other ZBW resources 3 BASE 1
Showing 11 - 20 of 112
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Taking over the size effect : asset pricing implications of merger activity
Easterwood, Sara; Netter, Jeffry M.; Paye, Bradley; … - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 690-726
Persistent link: https://www.econbiz.de/10014520121
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Do socially responsible indices outperform conventional indices? : evidence from before and after the onset of Covid-19
Jonwall, Renu; Gupta, Seema; Pahuja, Shuchi - In: Corporate social responsibility and environmental management 31 (2024) 5, pp. 4995-5011
Persistent link: https://www.econbiz.de/10015101130
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Supply chain disruptions in COVID-19 and market performances of firms: a study in the Indian automobile sector
Aman, Mishra; Rajesh, R.; Vyas, Vishal - In: Measuring Business Excellence 28 (2024) 3/4, pp. 347-365
Purpose This study aims to examine empirically the nature of supply chain disruptions caused by the COVID-19 pandemic, particularly on the Indian automobile sector. Design/methodology/approach The authors evaluate the stock market performance of individual company and its quantitative...
Persistent link: https://www.econbiz.de/10015353487
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Financial risk and better returns through smart beta exchange-traded funds?
Bowes, Jordan; Ausloos, Marcel - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-30
, the Fama-French three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in …
Persistent link: https://www.econbiz.de/10013200967
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Economic policy uncertainty and stock return momentum
Goel, Garima; Dash, Saumya Ranjan; Mata, Mário Nuno; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-17
This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge...
Persistent link: https://www.econbiz.de/10012520194
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Financial risk and better returns through smart beta exchange-traded funds?
Bowes, Jordan; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-30
12 consecutive monthly returns data. We consider three models: the Sharpe-Lintner capital asset pricing model, the Fama-French … three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in order to assess the …
Persistent link: https://www.econbiz.de/10012622400
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The predictive power of multi-factor asset pricing models : evidence from Pakistani banks
Salim, Muhammad; Hashmi, Muhammad Arsalan; Abdullah, A. - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 11, pp. 1-10
Persistent link: https://www.econbiz.de/10012670978
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A Comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the Official market...
Besimi, Fatmir; Bisheva, Ana - In: Economy, Business and Development: An International … 2 (2021) 1, pp. 1-11
and the Fama-French three factor model in explaining the cross-sectional variations of stock returns of securities trading … regarding stock returns. Based on the comparative analysis the Fama-French three-factor model describes the variation of returns …
Persistent link: https://www.econbiz.de/10015337540
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A comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the official market...
Besimi, Fatmir; Bisheva, Ana - In: Economy, business & development : an international journal 2 (2021) 1, pp. 1-11
Capital Asset Pricing model and the Fama-French three factor model in explaining the cross-sectional variations of stock … explanatory power regarding stock returns. Based on the comparative analysis the Fama-French three-factor model describes the …
Persistent link: https://www.econbiz.de/10015327272
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Patented knowledge capital and implied equity risk premium
Hegde, Shantaram P.; Mishra, Dev R. - In: Journal of banking & finance 148 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248261
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