Search Results - subject:"Fama–French Three Factor"

Test of five-factor asset pricing model in India

Balakrishnan, A.; Maiti, Moinak; Panda, Pradiptarathi - In: Vision : the journal of business perspective 22 (2018) 2, pp. 153-162

Persistent link: https://www.econbiz.de/10011890353

A comprehensive test of the Fama-French five-factor model in emerging markets

Foye, James - In: Emerging markets review 37 (2018), pp. 199-222

Persistent link: https://www.econbiz.de/10012115006

Financial distress and equity returns : a leverage-augmented three-factor model

Boubaker, Sabri; Hamza, Taher; Vidal-García, Javier - In: Research in international business and finance 46 (2018), pp. 1-15

Persistent link: https://www.econbiz.de/10011983541

Firm characteristics and empirical factor models : a data-mining experiment

Kogan, Leonid; Tian, Mary - 2012

Persistent link: https://www.econbiz.de/10009698084

An alternative three-factor model for international markets : evidence from the European Monetary Union

Ammann, Manuel; Odoni, Sandro; Oesch, David - 2012 - This version: 1 February 2012

Persistent link: https://www.econbiz.de/10009564267

The effect of business cycle, market return and momentum on financial performance of socially responsible investing mutual funds

Paul, Karen - In: Social Responsibility Journal 13 (2017) 3, pp. 513-528

which SRI financial performance is affected by the macroeconomic climate. The Fama-French Three-Factor model and the Carhart … times of economic contraction. Originality/value Business cycle analysis, along with the Fama-French Three-Factor model and …

Persistent link: https://www.econbiz.de/10015022656