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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
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15
Capital market returns
14
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14
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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
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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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74
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74
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7
Article
7
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7
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7
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3
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English
95
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16
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1
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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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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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112
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31
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
Saved in:
32
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
Saved in:
33
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
Saved in:
34
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
Saved in:
35
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
Saved in:
36
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
Saved in:
37
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
Saved in:
38
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
Saved in:
39
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:
40
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
Saved in:
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