Search Results - subject:"Three factor model"

Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 11 (2003) 5, pp. 555-572

Persistent link: https://www.econbiz.de/10001806901

Artikis, Panagiotis G.; Vrakas, Sotirios G.; Karmi, … - In: International Journal of Financial Services Management 4 (2010) 3, pp. 175-198

and French Three Factor Model are applied. Monthly returns on portfolios of stocks are regressed against the returns of a …

Persistent link: https://www.econbiz.de/10008755725

Oberndorfer, Ulrich; Ziegler, Andreas - In: Journal of Economics and Statistics (Jahrbuecher fuer … 229 (2009) 5, pp. 570-583

Fama-French three-factor model to estimate abnormal stock returns. The results of the empirical analysis imply neither for …

Persistent link: https://www.econbiz.de/10008476396