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Persistent link: https://www.econbiz.de/10011644805

Momentum anomaly : evidence from the Indian stock market

Maheshwari, Supriya; Dhankar, Raj Singh - In: Journal of advances in management research : JAMR 14 (2017) 1, pp. 3-22

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Whether profitability and investment factors have additional explanatory power comparing with Fama-French Three-Factor Model : empirical evidence on Chinese A-share stock market

Jiao, Wenting; Lilti, Jean-Jacques - In: China finance and economic review : CFER 5 (2017) 7, pp. 1-19

Background: Fama and French propose a five-factor model that contains the market factor and factors related to size, book-to-market equity ratio, profitability, and investment, which outperforms the Fama-French Three-Factor Model in their paper in 2014. This study investigates the performance of...

Persistent link: https://www.econbiz.de/10011664454

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New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming

Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316

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