Quality minus junk factor: A study on asset pricing dynamics in the equity market of Pakistan
This study examines the role of quality minus junk factor in explaining cross-sectional differences in stock returns for the equity market of Pakistan. A new factor quality minus junk has been added to the existing Fama & French three factor model (1993) as a fourth factor to check whether it is pri...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Institute of Business Administration
2021-01-01
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| Edice: | Business Review |
| Témata: | |
| On-line přístup: | https://ir.iba.edu.pk/businessreview/vol15/iss2/2/ |
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