On the validity of the augmented Fama and French’s (1993) model : evidence from the Hong Kong stock market
Year of publication: |
2010
|
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Authors: | Lam, Keith S. K. ; Li, Frank K. ; So, Simon M. S. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 35.2010, 1, p. 89-111
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Subject: | Momentum | Four-factor-model | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Hongkong | Hong Kong | Asiatisch-pazifischer Raum | Asia-Pacific region | 1981-2001 |
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