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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Main Authors: | , , |
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Other Authors: | |
Format: | Final Year Project |
Language: | English |
Published: |
2010
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/35488 |
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Institution: | Nanyang Technological University |
Language: | English |
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