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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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2023-03-01
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| Col·lecció: | International Journal of Financial Studies |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-7072/11/1/47 |
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