Testing the Fama and French three factor model : evidence from China

Testing the Fama and French three factor model : evidence from China

The objective of the study is to examine the performance of the Fama and French three factor model in explaining the average cross-sectional returns in China stock market. The market, consisting of the Shanghai and Shenzhen stock exchange, is uniquely characterized by individual investors who based...

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書目詳細資料
Main Authors:	Ho, Qiao Yi, Lee, Pearl Shi Qi, Yang, Ryan Jing Liang
其他作者:	Chang Xin
格式:	Final Year Project
語言:	English
出版:	2010
主題:	DRNTU::Business::Finance::Equity
在線閱讀:	http://hdl.handle.net/10356/35488
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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