Search Results - subject:"Three factor Model"

Sensitivity of Chinese stock markets to individual investor sentiment : an analysis of Sina Weibo mood related to COVID-19

Li, Jiaqi; Ahn, Hee-joon - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014526440

A six-factor asset pricing model of China's stock market from the perspective of institutional investors' dominance

Zhou, Xiaoguang; Lin, Yuxuan - In: International journal of emerging markets 19 (2024) 7, pp. 1940-1958

Persistent link: https://www.econbiz.de/10014576707

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

Purpose This study aims to examine empirically the nature of supply chain disruptions caused by the COVID-19 pandemic, particularly on the Indian automobile sector. Design/methodology/approach The authors evaluate the stock market performance of individual company and its quantitative...

Persistent link: https://www.econbiz.de/10015353487

The effect of quantitative easing through google metrics on US stock indices

Poutachidou, Nikoletta; Papadamou, Stephanos - In: International Journal of Financial Studies 9 (2021) 4, pp. 1-20

the three-factor model of Fama and French for the period of 1 January 2006 to 30 October 2020. The existence of a …

Persistent link: https://www.econbiz.de/10013200381

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-30

, the Fama-French three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in …

Persistent link: https://www.econbiz.de/10013200967

The effect of quantitative easing through google metrics on US stock indices

Poutachidou, Nikoletta; Papadamou, Stephanos - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-20

the three-factor model of Fama and French for the period of 1 January 2006 to 30 October 2020. The existence of a …

Persistent link: https://www.econbiz.de/10012631923

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-30

-French three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in order to assess the …

Persistent link: https://www.econbiz.de/10012622400

The predictive power of multi-factor asset pricing models : evidence from Pakistani banks

Salim, Muhammad; Hashmi, Muhammad Arsalan; Abdullah, A. - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 11, pp. 1-10

Persistent link: https://www.econbiz.de/10012670978

A Comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the Official market...

Besimi, Fatmir; Bisheva, Ana - In: Economy, Business and Development: An International … 2 (2021) 1, pp. 1-11

and the Fama-French three factor model in explaining the cross-sectional variations of stock returns of securities trading … regarding stock returns. Based on the comparative analysis the Fama-French three-factor model describes the variation of returns …

Persistent link: https://www.econbiz.de/10015337540

A comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the official market...

Besimi, Fatmir; Bisheva, Ana - In: Economy, business & development : an international journal 2 (2021) 1, pp. 1-11

Capital Asset Pricing model and the Fama-French three factor model in explaining the cross-sectional variations of stock … explanatory power regarding stock returns. Based on the comparative analysis the Fama-French three-factor model describes the …

Persistent link: https://www.econbiz.de/10015327272