Search Results - subject:"Three factor Model"

The alternative three-factor model : evidence from the German stock market

Kiesel, Florian; Lübbering, Andreas; Schiereck, Dirk - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 389-420

Persistent link: https://www.econbiz.de/10011948469

Size, value, profitability, and investment : evidence from emerging markets

Leite, André Luis da Silva; Klotzle, Marcelo Cabus; … - In: Emerging markets review 36 (2018), pp. 45-59

Persistent link: https://www.econbiz.de/10012114837

A comprehensive test of the Fama-French five-factor model in emerging markets

Foye, James - In: Emerging markets review 37 (2018), pp. 199-222

Persistent link: https://www.econbiz.de/10012115006

Carbon emissions and stock returns : evidence from the Chinese pilot emissions trading scheme

Zhang, Miao; Gregory-Allen, Russell B. - In: Theoretical economics letters 8 (2018) 11, pp. 2082-2094

Persistent link: https://www.econbiz.de/10011911575

Financial distress and equity returns : a leverage-augmented three-factor model

Boubaker, Sabri; Hamza, Taher; Vidal-García, Javier - In: Research in international business and finance 46 (2018), pp. 1-15

Persistent link: https://www.econbiz.de/10011983541

Beta

Benson, Karen; Faff, Robert W. - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 24-31

Persistent link: https://www.econbiz.de/10009713221

A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model

Wallmeier, Martin; Tauscher, Kathrin - Faculté des sciences économiques et sociales - … - 2012

In the three-factor model of Fama and French (1993), portfolio returns are explained by the factors Small Minus Big … what seems to be general opinion. As a consequence, the standard approach of applying the three-factor model tends to …

Persistent link: https://www.econbiz.de/10010897028

Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange

Guzeldere,, Guzeldere, , Harun; Sarioglu, Serra Eren - In: Business and Economics Research Journal 3 (2012) 2, pp. 1-1

Pricing Model. In this study, the validity of the Three-Factor Model in Istanbul Stock Exchange within 1999-2011 period is … findings reveal that Three-Factor Model gives statistically significant results in Istanbul Stock Exchange. In the forecast of … the cost of capital, Three-Factor Model can be used instead of one-factor Capital Asset Pricing Model by the investors in …

Persistent link: https://www.econbiz.de/10010991008

The effect of business cycle, market return and momentum on financial performance of socially responsible investing mutual funds

Paul, Karen - In: Social Responsibility Journal 13 (2017) 3, pp. 513-528

which SRI financial performance is affected by the macroeconomic climate. The Fama-French Three-Factor model and the Carhart … times of economic contraction. Originality/value Business cycle analysis, along with the Fama-French Three-Factor model and …

Persistent link: https://www.econbiz.de/10015022656

A comparative analysis of four-factor model and three-factor model in the Nigerian stock market

Evbayiro-Osagie, Esther Ikavbo; Osamwonyi, Ifuero Osad - In: International journal of financial research 8 (2017) 4, pp. 38-52

Persistent link: https://www.econbiz.de/10011781370