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

• المؤلفون الرئيسيون: Ho, Qiao Yi, Lee, Pearl Shi Qi, Yang, Ryan Jing Liang
• مؤلفون آخرون: Chang Xin
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/35488
• المؤسسة: Nanyang Technological University

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...