Search Results - subject:"four factor model"

The role of the volatility index in asset pricing : the case of the Indian stock market

Pati, Pratap Chandra; Rajib, Prabina; Barai, Parama - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 336-346

Persistent link: https://www.econbiz.de/10012297322

Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index

Khamlichi, Abdelbari El; Arouri, Mohamed; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

. Using the Carhart (1997) four-factor model, we consider all historical data available from the launching of the index by Dow …

Persistent link: https://www.econbiz.de/10010860453

Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - Volkswirtschaftliche Fakultät, … - 2014

In this paper, we examine the financial integration process amongst 17 EMU countries from January 2002 to June 2013 over a normal period as well as for the Global Financial Crisis (GFC) and Eurozone Debt Crisis (EDC) periods. We classify the economies in three groups (A, B and C) based on their...

Persistent link: https://www.econbiz.de/10011272696

The financial performance of the health care industry : a global, regional and industry specific empirical investigation

Dorfleitner, Gregor; Rößle, Felix - In: The European journal of health economics : HEPAC ; … 19 (2018) 4, pp. 585-594

Persistent link: https://www.econbiz.de/10011947132

Profitability of reversal strategies : a modified version of the Carhart model in China

Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37

Persistent link: https://www.econbiz.de/10012016080

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

four-factor model are used to bring the results into alignment with commonly used finance methodologies. Findings The … the Carhart four-factor model, brings SRI research more into the realm of conventional financial analysis than previous …

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

Applying a bootstrap analysis to evaluate the performance of Chinese mutual funds

Chen, Long-Hui; Chen, Hsin-Hung - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 865-876

Persistent link: https://www.econbiz.de/10011764610

The four-factor model and stock returns : evidence from Sri Lanka

Abeysekera, Amal Peter; Pulukkuttige Don Nimal - In: Afro-Asian Journal of Finance and Accounting : AAJFA 7 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011748636

Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058

Persistent link: https://www.econbiz.de/10011741442

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