The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange

This study empirically tests and compares the performances of three famous financial asset valuation models in the Moroccan stock exchange: CAPM, the Fama and French three-factor model, and the Fama and French five-factor model. Our sample considers monthly data covering the sample period of July 20...

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Hlavní autoři:	Asmâa Alaoui Taib, Safae Benfeddoul
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2023-03-01
Edice:	International Journal of Financial Studies
Témata:	asset pricing models CAPM Fama and French three-factor model (1993) Fama and French five-factor model (2015) Moroccan stock exchange emerging market
On-line přístup:	https://www.mdpi.com/2227-7072/11/1/47
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