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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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Árabe |
| Publicado em: |
Arab Administrative Development Organization (ARADO)
2018-09-01
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| coleção: | المجلة العربية للإدارة |
| Assuntos: | |
| Acesso em linha: | https://aja.journals.ekb.eg/article_74222_d2adc1e026db847cf8bd2c0ec602c1e4.pdf |
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