Problems Related to the Capital Assets Pricing Model on the Warsaw Stock Exchange: Applications of the 5-Factor Fama and French Model
This paper represents an attempt at empirically assessing the applicability of the Fama and French five-factor model in explaining the cross-sectional variation of stock return for the Polish market. Consistent with Fama and French results, this research shows that value, profitability and investmen...
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
University of Warsaw
2022-01-01
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| Ráidu: | Studia i Materiały |
| Fáttát: | |
| Liŋkkat: | https://press.wz.uw.edu.pl/sim/vol2022/iss1/1/ |
| Fáddágilkorat: |
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