Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market

doi 10.5772/intechopen.70867
Full Text
Abstract

Available in full text

Date
Authors
Publisher

InTech

Related search

The Fama and French Five Factor Model: Evidence From an Emerging Market

المجلة العربیة للإدارة
2018English

Empirical Evidence of CAPM and Fama French 3 Factor Model at Cement Industry of DSE

Global Journal of Management and Business Research
2020English

An Application of Wavelets to Finance: The Three-Factor Fama/French Model

2018English

Is More Always Better? An Empirical Investigation of the CAPM and the Fama-French Three-Factor Model in Indonesia

KnE Social Sciences
2018English

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
EconomicsEconometrics
2008English

US Sector Rotation With Five-Factor Fama–French Alphas

Journal of Asset Management
Information SystemsManagementInternational ManagementBusinessStrategy
2017English

A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility

Journal of Mathematical Finance
2016English

The Conditional Relation Between Fama-French Betas and Return

SSRN Electronic Journal
2010English

Estimation of Fama and French Model With Augmented Risk Factors: Case of KSE-Pakistan

International Journal of Business and Management
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy