Search Results - subject:"Three factor Model"

A five-factor asset pricing model : empirical evidence from Egypt

Taha, Rehab; El-Giziry, Khairy - In: International journal of business 21 (2016) 4, pp. 342-372

Persistent link: https://www.econbiz.de/10011584057

The cross-section of stock returns : an application of Fama-French approach to Nepal

Panta, Sabin Bikram; Phuyal, Niranjan; Sharma, Rajesh; … - In: Modern economy 7 (2016) 2, pp. 223-231

Persistent link: https://www.econbiz.de/10011548712

A new perspective on the size, value, and momentum effects: Broad sample evidence from Europe

Foye, James - In: Review of accounting & finance 15 (2016) 2, pp. 222-251

Persistent link: https://www.econbiz.de/10011586347

Is the CAPM dead or alive in the Brazilian market?

Yoshino, Joe Akira; Santos, Edson Bastos e - In: Review of applied economics 12 (2016) 1/2, pp. 127-142

Persistent link: https://www.econbiz.de/10011672514

Portfolio overlapping bias in tests of the Fama-French three-factor model

Tauscher, Kathrin; Wallmeier, Martin - In: European financial management : the journal of the … 22 (2016) 3, pp. 367-393

Persistent link: https://www.econbiz.de/10011711717

Revisiting CAPM and Fama French three factor model in Indian equity market

Sobti, Neharika - In: Business analyst : a refereed journal of Shri Ram … 37 (2016) 1, pp. 31-46

Persistent link: https://www.econbiz.de/10011858560

Conditional beta pricing models: A nonparametric approach

Orbe Mandaluniz, Susan; García, Ferreira; Eva, María; … - Departamento de Economía Aplicada III (Econometría y … - 2010

. Results from a Monte Carlo simulation for the three-factor model of Fama and French (1993) suggest that nonparametrically … variation through time. Finally, the flexible version of the three-factor model beats alternative parametric specifications in …

Persistent link: https://www.econbiz.de/10008739745

The Analysis of an Investment Risk Within Emerging Capital Markets. The Case of the Warsaw Stock Exchange

Kowerski, Mieczyslaw - In: "e-Finanse" 6 (2010) 4, pp. 1-23

signs of coefficients which are consistent with those of the Fama-French three-factor model and there is no autocorrelation …

Persistent link: https://www.econbiz.de/10008764426

The Analysis of the Impact of Size and Book-To-Market Ratio on the Stock Returns of the ISE Companies

Canbas, Serpil; Kandir, Serkan Yilmaz; Erismis, Ahmet - In: Istanbul Stock Exchange Review 10 (2010) 39, pp. 1-16

-French three-factor model which includes all three-factors. Findings show that all of the factors affect stock returns. Moreover … power among the four models examined. achieve higher returns than low book-tomarket firms. Finally, Fama-French three-factor … model …

Persistent link: https://www.econbiz.de/10010756129

Drug development costs when financial risk is measured using the Fama–French three‐factor model

Vernon, John A.; Golec, Joseph H.; Dimasi, Joseph A. - In: Health Economics 19 (2010) 8, pp. 1002-1005

. Using the Fama–French three factor model we find that the cost of drug development to be higher than the earlier estimate …

Persistent link: https://www.econbiz.de/10008455474