Add to ORKGThe objective of this paper was to test if the single-factor CAPM model is valid in the Portuguese stock exchange, when compared with the CAPM multifactorial proposed by Fama and French-Carhart. It used the Fama and French (1993; 1996) methodology, for a period of 14 years for a sample of 18 stocks from different sectors, using the risk factors developed by French (2015). The results suggest that, for the period under analysis, the CAPM multifactorial applied in the Lisbon stock exchange is not statistically enough to reject the single-factor CAPM. The results suggest that the risk market factor seems to be influential and important in explaining the expected average return in the Lisbon stock exchange.info:eu-repo/semantics/publish...
The purpose of this paper is to examine whether Fama and French multi-factor model have indicative e...
We examine risk profiles of the Portuguese stock market index component stocks using a novel approac...
This paper compares the performance of the Fama-French three-factor model and the Capital Asset Pric...
The objective of this paper is to test if the single-factor CAPM model is valid in the Portuguese st...
This paper conducts a European investigation of eight multifactor models that have been previously t...
This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Prici...
This paper presents the results of time-series tests of the Capital Asset Pricing Model (CAPM) and t...
This paper is designed to examine the validity of the CAPM model in the emerging markets. I took the...
The aim of this paper is to use the US stock market index to construct different portfolios and test...
This thesis aims to add further research about the Fama-French five-factor model and its ability to ...
This paper attempts to empirically test the single-factor CAPM developed by Sharpe (1964), Lintner (...
Relationship between expected return, the size of the firm, and the firm's value empirically te...
The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Mod...
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sha...
This study was conducted to empirically examine the five-factor model of Fama and French in respect ...
The purpose of this paper is to examine whether Fama and French multi-factor model have indicative e...
We examine risk profiles of the Portuguese stock market index component stocks using a novel approac...
This paper compares the performance of the Fama-French three-factor model and the Capital Asset Pric...
The objective of this paper is to test if the single-factor CAPM model is valid in the Portuguese st...
This paper conducts a European investigation of eight multifactor models that have been previously t...
This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Prici...
This paper presents the results of time-series tests of the Capital Asset Pricing Model (CAPM) and t...
This paper is designed to examine the validity of the CAPM model in the emerging markets. I took the...
The aim of this paper is to use the US stock market index to construct different portfolios and test...
This thesis aims to add further research about the Fama-French five-factor model and its ability to ...
This paper attempts to empirically test the single-factor CAPM developed by Sharpe (1964), Lintner (...
Relationship between expected return, the size of the firm, and the firm's value empirically te...
The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Mod...
This paper examines the systematic risk and validity of the basic capital asset pricing model of Sha...
This study was conducted to empirically examine the five-factor model of Fama and French in respect ...
The purpose of this paper is to examine whether Fama and French multi-factor model have indicative e...
We examine risk profiles of the Portuguese stock market index component stocks using a novel approac...
This paper compares the performance of the Fama-French three-factor model and the Capital Asset Pric...