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Search: subject:"Fama and French Three Factor Model"
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Fama-French model
26
Fama-French-Modell
26
CAPM
24
Capital income
13
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13
Fama and French three-factor model
10
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Ammann, Manuel
3
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3
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3
Oesch, David
3
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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4
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ECONIS (ZBW)
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31
Beta
Benson, Karen
;
Faff, Robert W.
- In:
Abacus : a journal of accounting, finance and business …
49
(
2013
),
pp. 24-31
Persistent link: https://www.econbiz.de/10009713221
Saved in:
32
The Capital Asset Prising Model (CAPM) : the history of a failed revolutionary idea in finance
Dempsey, Michael
- In:
Abacus : a journal of accounting, finance and business …
49
(
2013
),
pp. 7-23
Persistent link: https://www.econbiz.de/10009713224
Saved in:
33
An alternative three-factor model for international markets: Evidence from the European Monetary Union
Ammann, Manuel
;
Odoni, Sandro
;
Oesch, David
- In:
Journal of Banking & Finance
36
(
2012
)
7
,
pp. 1857-1864
In this paper, we construct the three-factor model introduced by Chen et al. (2010) for a European sample covering 10 countries from the European Monetary Union and the period from 1990 to 2006. Two key findings result. First, we show that the properties of the European factors are comparable to...
Persistent link: https://www.econbiz.de/10010577955
Saved in:
34
An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union
Ammann, Manuel
;
Odoni, Sandro
;
Oesch, David
-
School of Finance, Universität St. Gallen
-
2012
In this paper, we construct the three-factor model introduced by Chen et al. (2010) for a European sample covering 10 countries from the European Monetary Union and the period from 1990 to 2006. Two key findings result. First, we show that the properties of the European factors are comparable to...
Persistent link: https://www.econbiz.de/10010687544
Saved in:
35
Asset pricing behaviour with dual-beta in case of Pakistani stock market
Javid, Attiya Y.
;
Ahmad, Eatzaz
- In:
The Pakistan development review : PDR
50
(
2011
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009718137
Saved in:
36
Unexpected correlations in Fama-MacBeth methodology outcomes
Cavenaile, Laurent
;
Dubois, David
;
Hlávka, Jaroslav
- In:
The IUP journal of financial economics
9
(
2011
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10009297230
Saved in:
37
A cross-section analysis of financial market integration in North America using a four factor model
Beaulieu, Marie-Claude
;
Gagnon, Marie-Hélène
;
Khalaf, …
- In:
International journal of managerial finance : IJMF
5
(
2009
)
3
,
pp. 248-267
Persistent link: https://www.econbiz.de/10003935303
Saved in:
38
Size and value premium in Karachi stock exchange
Mirza, Nawazish
;
Shahid, Saima
- In:
The Lahore journal of economics
13
(
2008
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003833641
Saved in:
39
Accruals, capital investments, and stock returns
Wei, K. C. John
;
Xie, Feixue
- In:
Financial analysts' journal : FAJ
64
(
2008
)
5
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003771843
Saved in:
40
Size and value premium in Karachi Stock Exchange
Mirza, Nawazish
-
2008
Persistent link: https://www.econbiz.de/10003749784
Saved in:
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