Fama and French proposed a three factor model to better measure returns. Their model has become a standard tool for empirical studies of asset and portfolio returns. Fama and French add firm size and a book-to-market ratio to the market index to explain average returns. These additional factors are motivated by the observations that average returns on stocks of small firms and on stocks of firms with a high ratio of book value of equity to market value of equity have historically been higher than predicted by the security market line of the Capital Asset Pricing Model. The Fama/French model is utilized in this study for evaluating the health care mutual funds
This study aims to test the explanatory power of Fama and French three factor model (1993) in explai...
The purpose of this study is to test the Fama and French three-factor model in Tehran Stock Exchange...
This paper is aimed to validate the four-factor asset pricing model as an improvement towards the st...
Purpose – The purpose of this paper is to reinvestigate the performance of common stock returns with...
There are several studies of the Fama French three factor model in international capital markets. Th...
The study tests the Fama and French three-factor model by using the newly created Islamic equity sty...
Abstract. Size and book to market ratio are both highly correlated with the average returns of commo...
The present study adds to the sparse published Australian literature on the size effect, the book to...
To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of ret...
There were forty equity stocks listed on the stock exchange of Mauritius as at end of December 2004....
This study tests the performance of the Fama-French three-factor model (1993) in explaining the stoc...
This study extends standard C-CAPM by including two additional factors related to firm size (SMB) an...
This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese...
There is a lack of empirical evidence of whether the size and value premium are present in emerging ...
The Fama-French three-factor model (Fama and French, 1993) has been subject to extensive testing on ...
This study aims to test the explanatory power of Fama and French three factor model (1993) in explai...
The purpose of this study is to test the Fama and French three-factor model in Tehran Stock Exchange...
This paper is aimed to validate the four-factor asset pricing model as an improvement towards the st...
Purpose – The purpose of this paper is to reinvestigate the performance of common stock returns with...
There are several studies of the Fama French three factor model in international capital markets. Th...
The study tests the Fama and French three-factor model by using the newly created Islamic equity sty...
Abstract. Size and book to market ratio are both highly correlated with the average returns of commo...
The present study adds to the sparse published Australian literature on the size effect, the book to...
To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of ret...
There were forty equity stocks listed on the stock exchange of Mauritius as at end of December 2004....
This study tests the performance of the Fama-French three-factor model (1993) in explaining the stoc...
This study extends standard C-CAPM by including two additional factors related to firm size (SMB) an...
This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese...
There is a lack of empirical evidence of whether the size and value premium are present in emerging ...
The Fama-French three-factor model (Fama and French, 1993) has been subject to extensive testing on ...
This study aims to test the explanatory power of Fama and French three factor model (1993) in explai...
The purpose of this study is to test the Fama and French three-factor model in Tehran Stock Exchange...
This paper is aimed to validate the four-factor asset pricing model as an improvement towards the st...
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