EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Fama and French Three Factor Model"
Narrow search

Narrow search

Year of publication
Subject
All
Fama-French model 26 Fama-French-Modell 26 CAPM 24 Capital income 13 Kapitaleinkommen 13 Fama and French three-factor model 10 Börsenkurs 9 Estimation 9 Portfolio selection 9 Portfolio-Management 9 Schätzung 9 Share price 9 Aktienmarkt 8 Stock market 8 Capital market returns 6 Kapitalmarktrendite 6 Theorie 5 Theory 5 USA 5 United States 5 Beta risk 4 Betafaktor 4 Risikoprämie 4 Risk premium 4 Australia 3 Australien 3 Carhart four-factor model 3 Forecasting model 3 India 3 Indien 3 Pakistan 3 Prognoseverfahren 3 2003-2007 2 Arbitrage Pricing 2 Arbitrage pricing 2 Asset pricing 2 Börsenhandel 2 Cross-section of stock returns 2 Egypt 2 Factor analysis 2
more ... less ...
Online availability
All
Free 13 Undetermined 7 CC license 2
Type of publication
All
Article 35 Book / Working Paper 8
Type of publication (narrower categories)
All
Article in journal 29 Aufsatz in Zeitschrift 29 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Working Paper 6 Aufsatz im Buch 1 Book section 1
more ... less ...
Language
All
English 36 Undetermined 6 German 1
Author
All
Ammann, Manuel 3 Faff, Robert W. 3 Odoni, Sandro 3 Oesch, David 3 Ahmad, Eatzaz 2 Chan, Howard Wei-hong 2 Dempsey, Michael 2 Javid, Attiya Y. 2 Mirza, Nawazish 2 Santos, Edson Bastos e 2 Yoshino, Joe Akira 2 Abdou, Rabab K. 1 Abeysekera, Amal Peter 1 Allen, David E. 1 Arora, Deeksha 1 Beasley, John E. 1 Beaulieu, Marie-Claude 1 Benfeddoul, Safae 1 Benson, Karen 1 Caleiro, António 1 Cavenaile, Laurent 1 Chakraborty, Anindita 1 Choi, Jaewon 1 Choi, SungSup Brian 1 Cooper, Ilan 1 Dash, Saumya Ranjan 1 Datta, Smita 1 Dubois, David 1 Easterwood, Sara 1 Eisfeldt, Andrea L. 1 El-Giziry, Khairy 1 Eraslan, Veysel 1 Fama, Eugene F. 1 Filipe, José António 1 French, Kenneth Ronald 1 Gagnon, Marie-Hélène 1 Gakhar, Divya Verma 1 Glabadanidis, Paskalis 1 Goel, Garima 1 Hahn, Jaehoon 1
more ... less ...
Institution
All
School of Finance, Universität St. Gallen 1
Published in...
All
Review of asset pricing studies : RAPS 4 Journal of financial and quantitative analysis : JFQA 3 Abacus : a journal of accounting, finance and business studies 2 Working paper / National Bureau of Economic Research, Inc. 2 Asia-Pacific financial markets 1 Business and Economics Research Journal 1 CREB working paper 1 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 1 Economic and financial modeling of markets, institutions and instruments 1 Finance India : the quarterly journal of Indian Institute of Finance 1 Financial analysts' journal : FAJ 1 International Journal of Academic Research in Business and Social Sciences 1 International Journal of Financial Studies : open access journal 1 International finance discussion papers 1 International journal of business 1 International journal of economics and finance 1 International journal of managerial finance : IJMF 1 Inventi impact: emerging economies 1 Journal of Banking & Finance 1 Journal of international economic review 1 Journal of investment management : JOIM 1 Journal of risk and financial management : JRFM 1 OR spectrum : quantitative approaches in management 1 Pacific-Basin finance journal 1 Review of Applied Economics 1 Review of applied economics 1 School of Accounting, Finance and Economics & FEMARC working paper series 1 The IUP journal of financial economics 1 The Lahore journal of economics 1 The Pakistan Development Review 1 The Pakistan development review : PDR 1 The financial review : the official publication of the Eastern Finance Association 1 The journal of asset management 1 Working Papers on Finance 1 Working papers on finance 1
more ... less ...
Source
All
ECONIS (ZBW) 37 RePEc 6
Showing 11 - 20 of 43
Cover Image
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:
Cover Image
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:
Cover Image
A comparative study between the Fama and French three-factor model and the Fama and French five-factor model : evidence from the Egyptian stock market
Ragab, Nada S.; Abdou, Rabab K.; Sakr, Ahmed M. - In: International journal of economics and finance 12 (2020) 1, pp. 52-69
Persistent link: https://www.econbiz.de/10012201907
Saved in:
Cover Image
Tests of the Fama and French three factor model with reference to industry cost of equity : evidence from India
Datta, Smita; Chakraborty, Anindita - In: Finance India : the quarterly journal of Indian … 34 (2020) 2, pp. 379-394
Persistent link: https://www.econbiz.de/10012669590
Saved in:
Cover Image
Re-examination of Fama-French models in the Korean stock market
Rugwiro, Serge; Choi, SungSup Brian - In: Asia-Pacific financial markets 26 (2019) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012307996
Saved in:
Cover Image
The Impact of Information Risk on the Systematic Risk
Moeinadin, Mahmoud; Heirany, Forough; Khoshnood, Ehsan - In: International Journal of Academic Research in Business … 4 (2014) 1, pp. 90-98
Systematic risk is among the most significant topics and has been Longley considered by the researchers of the capital market. The final goal of the most investors, stakeholders and managers achieve the highest return. They confront risk and it is necessary to equilibrate the risk and return....
Persistent link: https://www.econbiz.de/10010737610
Saved in:
Cover Image
Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange
Eraslan, Veysel - In: Business and Economics Research Journal 4 (2013) 2, pp. 11-11
-sized firms. Book-to-market ratio factor has an effect on portfolios with high book-to-market ratio firms. Fama and French three-factor … model has power on explaining variations on excess portfolio returns but this power is not strong throughout the test period …
Persistent link: https://www.econbiz.de/10010840086
Saved in:
Cover Image
Firm characteristics and empirical factor models : a data-mining experiment
Kogan, Leonid; Tian, Mary - 2012
Persistent link: https://www.econbiz.de/10009698084
Saved in:
Cover Image
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
Saved in:
Cover Image
The impact of the financial sector on asset pricing tests : evidence from the Colombo stock exchange
Abeysekera, Amal Peter; Nimal, P. D. - In: Inventi impact: emerging economies (2017) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10011729954
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...