Search Results - subject:"Three factor Model"

Overreaction evidence from large-cap stocks

Abebe Assefa, Tibebe; A. Esqueda, Omar; C. Galariotis, … - In: Review of Accounting and Finance 13 (2014) 4, pp. 310-325

(CAPM), Fama and French three-factor model and the Carhart’s (1997) momentum portfolio are used to test whether excess … for a sample of large firms. Second, this is robust to the Fama and French’s (1993, 1996) three-factor model and Carhart …

Persistent link: https://www.econbiz.de/10014989839

Tangent portfolio weights without explicitly specified expected returns

Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190

Persistent link: https://www.econbiz.de/10010415936

Cross-sectional regression of returns on betas and portfolio grouping procedures

Hur, Jungshik; Kumar, Raman; Vivek Singh - In: International journal of business and systems research 8 (2014) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010423288

Overreaction evidence form large-cap stocks

Assefa, Tibebe Abebe; Esqueda, Omar A.; Galariotis, … - In: Review of accounting & finance 13 (2014) 4, pp. 310-325

Persistent link: https://www.econbiz.de/10010463739

Testing the applicability of the Fama and French three factor model in Bursa Malaysia

Monfared, Mahdi Mohammadzadeh; Wasiuzzaman, Shaista - In: Journal of international economic review 7 (2014) 2, pp. 133-143

Persistent link: https://www.econbiz.de/10010483716

A comparative analysis of the three-factor and the capital asset pricing models in the Nigerian stock market

Ajao, M. Gabriel; Igbinosa, Sunday - In: Asian African journal of economics and econometrics 14 (2014) 2, pp. 237-257

Persistent link: https://www.econbiz.de/10010485806

Multifactor explanation of security returns in South Africa

Chukwulobelu, Osita; Fosu, Samuel; Coffie, William - In: International journal of management practice : IJMP 7 (2014) 4, pp. 380-397

Persistent link: https://www.econbiz.de/10010480220

Environmentally oriented energy policy and stock returns: an empirical analysis

Oberndorfer, Ulrich; Ziegler, Andreas - 2006

environmental event studies, we include insights from modern empirical finance and therefore also apply the Fama-French three-factor … model to estimate the abnormal daily and monthly stock returns. The main estimation results of the empirical analysis imply …

Persistent link: https://www.econbiz.de/10010297850

Environmentally oriented energy policy and stock returns: an empirical analysis

Oberndorfer, Ulrich; Ziegler, Andreas - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2006

Persistent link: https://www.econbiz.de/10005097701

Yield spreads as alternative risk factors for size and book-to-market

Hahn, Jaehoon; Lee, Hangyong - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10003331867