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On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Page: 89-111
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:4/0  |  Submit date:2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Issue: 1,Page: 89-111
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:1/0  |  Submit date:2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model