Ryan, Nina; Ruan, Xinfeng; Zhang, Jin E.; Zhang, Jing A. - In: Journal of risk and financial management : JRFM 14 (2021) 3/96, pp. 1-23
In this paper, we test the applicability of different Fama-French (FF) factor models in Vietnam, we investigate the … factor (HML) non-redundancy in describing stock returns in Vietnam. …