The Fama and French Five Factor Model: Evidence from an Emerging Market
This study tests the five-factor model that has recently developed by Fama and French (2015). We use daily data of 84 companies listed in Amman Stock Exchange (ASE) over the period (2011-2015). The results indicate that there is a statistically significant effect of the common risk factors, excess m...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Árabe |
| Vydáno: |
Arab Administrative Development Organization (ARADO)
2018-06-01
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| Edice: | المجلة العربية للإدارة |
| Témata: | |
| On-line přístup: | https://aja.journals.ekb.eg/article_17439_2e01e5f834274d8d2676c3a84d60f817.pdf |
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