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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...
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
Showing 31 - 40 of 112
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Performance, persistence and explanation of value premium : evidence from Indian stock market
Tripathi, Vanita; Aggarwal, Priti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 6, pp. 808-833
Persistent link: https://www.econbiz.de/10012887391
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Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
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Firm characteristics and empirical factor models : a model mining experiment
Tian, Mary - In: The review of financial studies 34 (2021) 12, pp. 6087-6125
Persistent link: https://www.econbiz.de/10012694515
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The value premium
Fama, Eugene F.; French, Kenneth Ronald - In: Review of asset pricing studies : RAPS 11 (2021) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10012434666
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On the robustness of the Fama-French three-factor and the Carhart four-factor models on the Amman Stock Exchange
Momani, Mohammad Q. M. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 1, pp. 64-80
Persistent link: https://www.econbiz.de/10012503927
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Multifactor models and their consistency with the APT
Cooper, Ilan; Ma, Liang; Maio, Paulo; Philip, Dennis - In: Review of asset pricing studies : RAPS 11 (2021) 2, pp. 402-444
Persistent link: https://www.econbiz.de/10012545909
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Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M. - In: Applied economics letters 28 (2021) 7, pp. 590-593
Persistent link: https://www.econbiz.de/10012501545
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Size, value, and momentum in Polish equity returns: Local or international factors?
Zaremba, Adam; Konieczka, Przemysław - In: International Journal of Management and Economics 53 (2017) 3, pp. 26-47
This paper tests the performance of the Capital Asset Pricing Model (CAPM) and the Fama-French three-factor and Carhart …
Persistent link: https://www.econbiz.de/10015192189
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Cover Image
Size, value, and momentum in Polish equity returns : local or international factors?
Zaremba, Adam; Konieczka, Przemysław - In: International journal of management and economics 53 (2017) 3, pp. 26-47
This paper tests the performance of the Capital Asset Pricing Model (CAPM) and the Fama-French three-factor and Carhart …
Persistent link: https://www.econbiz.de/10012026674
Saved in:
Cover Image
Effects of Fintech on stock return : evidence from retail banks listed in Indonesia Stock Exchange
Asmarani, Saraya Cita; Wijaya, Chandra - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 7, pp. 95-104
Persistent link: https://www.econbiz.de/10012668027
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