Applying the CAPM and the Fama–French models to the BRVM stock market-Reference-Cited by-同舟云学术

Applying the CAPM and the Fama–French models to the BRVM stock market

Published:2013-02 Issue:4 Volume:23 Page:275-285
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Soumaré Issouf,Aménounvé Edoh Kossi,Diop Ousmane,Méité Dramane,N'sougan Yao Djifa

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/09603107.2012.718062

Reference10 articles.

1. Aksu, MH and Onder, T. (2003) The size and book-to-market effects and their role as risk proxies in the Istanbul stock exchange. Available atwww.ssrn.com(accessed 4 August 2012)

2. Asset Pricing Models and Financial Market Anomalies

3. Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence

4. Extending the capital asset pricing model: the reward beta approach

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