Zeren, Feyyaz; Yilmaz, Tayfun; Belke, Murat - In: Financial studies 23 (2019) 2, pp. 98-113
Fama and French introduced a five - Factor Asset Pricing Model (FF5), adding a new perspective to asset pricing models in the literature in 2015. The aim o f this paper is to investigate the validity of Fama French (2015) Five Factor Asset Pricing Model for 18 c ompanies whose shares are listed...