Comparison Between the Fama-French Three-Factor Model and the Fama-French Five-Factor Model: An Empirical Study on China’s Stock Market
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Atlantis Press International BV
Reference20 articles.
1. Carpenter, J. N., Whitelaw, R. F.: The Development of China’s Stock Market and Stakes for the Global Economy. Annual Review of Financial Economics (9), 233-257 (2017).
2. Lee, S. L. J.: From non-tradable to tradable shares: Split share structure reform of China’s listed companies. Journal of Corporate Law Studies8(1), 57-22 (2008).
3. Xu, J., Zhang, S. J.: The Fama-French Three Factors in the Chinese Stock Market. China Accounting and Finance Review 16(2), 210-227 (2014).
4. Huang, T. L.: Is the Fama and French five-factor model robust in the Chinese stock market? Asia Pacific Management Review 24(3), 278-289 (2018).
5. Hu, G. X., Pan, J., Wang, J.: Chinese Capital Market: An Empirical Overview. Emerging Markets: Finance eJournal (2020).
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