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Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil; Grundy, Bruce D.; Zeng, Qi - In: Journal of financial economics 110 (2013) 2, pp. 347-357
Persistent link: https://www.econbiz.de/10010208672
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Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira - 2019
Persistent link: https://www.econbiz.de/10012098285
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Financial crises and the global value premium : revisiting Fama and French
Yamani, Ehab A.; Swanson, Peggy Eubanks - In: Journal of international financial markets, … 33 (2014), pp. 115-136
Persistent link: https://www.econbiz.de/10011299862
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Volatility Risk and the Value Premium : Evidence from the French Stock Market
Arısoy, Yakup Eser - 2016
predictions of rational asset pricing theory and support a ‘‘flight-to-quality” explanation …
Persistent link: https://www.econbiz.de/10013008746
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Empirical Test of Fama French Three Factor Model and Illiquidity Premium in Indonesia
Amanda, Citra - 2015
This study explores Fama French Three Factor Model and illiquidity premium in Indonesia. The objective of this research is to find evidence about the effect from market beta, size, value, and liquidity to the stock excess return in Indonesia. We use Amihud (2002) illiquidity as a proxy for...
Persistent link: https://www.econbiz.de/10013034180
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Risk premium contributions of the Fama and French mimicking factors
Bank, Matthias; Insam, Franz - In: Finance research letters 29 (2019), pp. 347-356
Persistent link: https://www.econbiz.de/10012419218
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The X-value factor
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012321736
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Detecting profitability and investment risk premiums in the French stock market
Chakroun, Amal Zaghouani; Hmaied, Dorra Mezzez - In: Research in finance 35 (2019), pp. 71-104
Persistent link: https://www.econbiz.de/10012228103
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Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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Factors in Swiss franc corporate bond returns
Manser, Samuel - In: Financial markets and portfolio management 37 (2023) 3, pp. 277-296
Persistent link: https://www.econbiz.de/10014334141