Search Results - subject:"Fama–French models"

A comparison of competing asset pricing models : empirical evidence from Pakistan

Thalassinos, Eleftherios; Khan, Naveed; Ahmed, Shakeel; … - In: Risks : open access journal 11 (2023) 4, pp. 1-24

the validity and applicability of the capital asset pricing model (henceforth CAPM) and multi-factor models, namely Fama–French … models, in Pakistan’s stock market for the period of June 2010–June 2020. This study collects data on 173 non-financial firms …

Persistent link: https://www.econbiz.de/10014303660

Stock returns and cash flows : a new asset pricing approach

Di Tomaso, Sonia; Montagna, Denis Marco; Amendola, Antonio - In: Journal of Economics and Financial Analysis 5 (2021) 2, pp. 63-84

Persistent link: https://www.econbiz.de/10013350484

Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances

Hu, Jianhua; Ding, Hao; Liu, Xiaoqian - In: Journal of financial econometrics 21 (2023) 4, pp. 1169-1195

Persistent link: https://www.econbiz.de/10014391448

An empirical comparison of asset-pricing models in the Shanghai a-share exchange market

Belimam, Doha; Tan, Yong; Lakhnati, Ghizlane - In: Asia-Pacific financial markets 25 (2018) 3, pp. 249-265

Persistent link: https://www.econbiz.de/10012033023