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Publications by Cesario Mateus
US Sector Rotation With Five-Factor Fama–French Alphas
Journal of Asset Management
Information Systems
Management
International Management
Business
Strategy
Volatility Risk and Stock Return Predictability on Global Financial Crises
SSRN Electronic Journal
Related publications
Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market
The Fama and French Five Factor Model: Evidence From an Emerging Market
المجلة العربیة للإدارة
An Application of Wavelets to Finance: The Three-Factor Fama/French Model
Empirical Evidence of CAPM and Fama French 3 Factor Model at Cement Industry of DSE
Global Journal of Management and Business Research
The Conditional Relation Between Fama-French Betas and Return
SSRN Electronic Journal
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
Journal of Mathematical Finance
Spanish Stock Market Sensitivity to Real Interest and Inflation Rates: An Extension of the Stone Two-Factor Model With Factors of the Fama and French Three-Factor Model
Applied Economics
Economics
Econometrics
Estimation of Fama and French Model With Augmented Risk Factors: Case of KSE-Pakistan
International Journal of Business and Management
Is More Always Better? An Empirical Investigation of the CAPM and the Fama-French Three-Factor Model in Indonesia
KnE Social Sciences
