Search Results - subject:"Three factor Model"

Intangible value

Eisfeldt, Andrea L.; Kim, Edward; Papanikolaou, Dimitris - 2020

Persistent link: https://www.econbiz.de/10012395521

A return based measure of firm quality

Jagannathan, Ravi; Zhang, Yang - 2020

Persistent link: https://www.econbiz.de/10012306214

Analysing asset pricing models in the Indian stock market : a comprehensive empirical study

Prasad, Saroj S.; Verma, Ashutosh; Prasad, Shantanu - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015326181

Predictors of excess return in a green energy equity portfolio: Market risk, market return, value-at-risk and or expected shortfall?

Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-31

The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....

Persistent link: https://www.econbiz.de/10013201383

A comparative study of the Fama-French Three Factor and the Carhart Four Factor Models : empirical evidence from Morocco

Tazi, Omar; Aguenaou, Samir; Abrache, Jawad - In: International journal of economics and financial issues … 12 (2022) 1, pp. 58-66

Persistent link: https://www.econbiz.de/10012802974

Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?

Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10012872607

Capital structure priority effects in durations, stock-bond comovements, and factor pricing models

Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - In: Review of asset pricing studies : RAPS 12 (2022) 3, pp. 706-753

Persistent link: https://www.econbiz.de/10013349365

Empirical evidence on asset pricing and time-varying beta

Arora, Deeksha; Gakhar, Divya Verma - 2022

Persistent link: https://www.econbiz.de/10013258329

Supply chain disruptions in COVID-19 and market performances of firms : a study in the Indian automobile sector

Aman, Mishra; Rajesh, R.; Vyas, Vishal - In: Measuring business excellence 28 (2024) 3/4, pp. 347-365

Persistent link: https://www.econbiz.de/10015324584

A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management

Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014494846