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Examining the Validity of Fama...
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1
Test of the Fama-French three-factor model in Crotia
Dolinar, Denis
- In:
UTMS journal of economics / University of Tourism and …
4
(
2013
)
2
,
pp. 101-112
comparison to the
CAPM
. In the case of Croatian stock market, size and B/M factors are not always significant, but on average …
Persistent link: https://www.econbiz.de/10009787020
Saved in:
2
Volatility effect and the role of firm quality factor in returns : evidence from the Indian stock market
Pandey, Asheesh
;
Sehgal, Sanjay
- In:
IIMB management review
29
(
2017
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011756855
Saved in:
3
Explaining size effect for Indian stock market
Pandey, Asheesh
;
Sehgal, Sanjay
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10011619867
Saved in:
4
What drives the stock market return in
India
? : an exploration with dynamic factor model
Mukherjee, Paramita
;
Roy, Malabika
- In:
Journal of emerging market finance
15
(
2016
)
1
,
pp. 119-145
Persistent link: https://www.econbiz.de/10011489360
Saved in:
5
FC approach in portfolio selection of Tehran's stock market
Shadkam, Elham
- In:
Journal of Asian finance, economics and business : JAFEB
1
(
2014
)
2
,
pp. 31-37
Persistent link: https://www.econbiz.de/10011687812
Saved in:
6
Multiscale Fama-French and VaR explanatory factor analysis : evidence to the French market
Trimech, Anyssa
;
Benammou, Saloua
- In:
International journal of decision sciences, risk and …
4
(
2012
)
1/2
,
pp. 58-76
Persistent link: https://www.econbiz.de/10009545468
Saved in:
7
Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse
Ziegler, Andreas
;
Schröder, Michael
;
Schulz, Anja
; …
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
59
(
2007
)
3
,
pp. 355-389
Persistent link: https://www.econbiz.de/10003462138
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8
Risk factors for the Swiss stock market
Ammann, Manuel
;
Steiner, Michael
- In:
Swiss journal of economics and statistics
144
(
2008
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003671500
Saved in:
9
Risk factors for the Swiss stock market
Ammann, Manuel
(
contributor
);
Steiner, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003674158
Saved in:
10
Too small or too low? : new evidence on the four-factor model
Brighi, Paola
;
D'Addona, Stefano
;
Della Bina, Antonio …
- In:
Modern bank behaviour
,
(pp. 176-199)
.
2013
Persistent link: https://www.econbiz.de/10009679450
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