Search Results - subject:"Three factor Model"

Default Risk and Equity Returns: Evidence from the Taiwan Equities Market

Lin, Yu-Ling; Chang, Ta-Cheng; Yeh, Su-Jing - In: Asia-Pacific Financial Markets 19 (2012) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10010866388

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 … properties of the European factors are comparable to those of the US factors. Second, we show that the alternative three-factor … model’s explanatory power is either equal or superior to the explanatory power of traditional models when applied to five …

Persistent link: https://www.econbiz.de/10010577955

Attributes of overall satisfaction of agricultural machinery dealers using a three‐factor model

Staus, Alexander; Becker, Tilman - In: Journal of Business & Industrial Marketing 27 (2012) 8, pp. 635-643

sector. Design/methodology/approach – A dummy approach of the three‐factor model is used to detect the dimensions that …/value – While different approaches of the three‐factor model are used along with customer satisfaction, this paper is the first to …

Persistent link: https://www.econbiz.de/10014843149

To Convert or not to Convert to the Upgraded Version of de-facto Standard Software

Yang, Hee Dong; Karon, Christoph; Kang, Sora - Center for Economic Institutions, Institute of Economic … - 2012

This work extends the innovation diffusion theory to understand the causal relationship among influential factors on the adoption of the upgraded software. Especially, this study focuses on the de-facto standard software (e.g., Microsoft Office) that competes against its previous versions. This...

Persistent link: https://www.econbiz.de/10010586119

The Impact of Open-Market Share Repurchases on Long-Term Stock Returns: Evidence from the Taiwanese Market

Su, Nai-Hui; Lin, Chan-Jane - In: Emerging Markets Finance and Trade 48 (2012) 7, pp. 200-229

This study examines long-term stock returns following open-market share repurchases of listed firms in Taiwan. The empirical results based on event-time cumulative abnormal returns (CARs) and buy-and-hold abnormal returns (BHARs) show that announcing firms do not experience significant positive...

Persistent link: https://www.econbiz.de/10010612765

Investor SAD Sentiment and Stock Returns in Taiwan

Wang, Ching-Ping; Huang, Hung-Hsi; Chen, Yong-Wei - In: Emerging Markets Finance and Trade 48 (2012) 7, pp. 40-57

-French (FF) three-factor model. This study presents both the seasonal affective disorder (SAD) model and the SAD-FF model to …

Persistent link: https://www.econbiz.de/10010612810

Size, value, and momentum in international stock returns

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 105 (2012) 3, pp. 457-472

In the four regions (North America, Europe, Japan, and Asia Pacific) we examine, there are value premiums in average stock returns that, except for Japan, decrease with size. Except for Japan, there is return momentum everywhere, and spreads in average momentum returns also decrease from smaller...

Persistent link: https://www.econbiz.de/10010617598

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 … properties of the European factors are comparable to those of the U.S. factors. Second, we show that the alternative three-factor … model’s explanatory power is either equal or superior to the explanatory power of traditional models when applied to five …

Persistent link: https://www.econbiz.de/10010687544

The impact of open-market share repurchases on long-term stock returns : evidence from the Taiwanese market

Su, Nai-hui; Lin, Chan-jane - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 200-229

Persistent link: https://www.econbiz.de/10009682503

Investor SAD sentiment and stock returns in Taiwan

Wang, Ching-ping; Huang, Hung-hsi; Chen, Yong-wei - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 40-57

Persistent link: https://www.econbiz.de/10009682527