The Five-Factor Fama-French Model: International Evidence
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Elsevier BV
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Utilizing LSTM-RNN Algorithm in a Multi-Factor Model for Forecasting Investment Portfolio Returns;2023 International Conference on Innovation and Intelligence for Informatics, Computing, and Technologies (3ICT);2023-11-20
2. Analysis of U.S. industries based on Fama-French five-factor model under COVID-19;BCP Business & Management;2023-01-13
3. A six-factor extension of the Fama-French asset pricing model – the case of the Polish stock market;Argumenta Oeconomica;2022
4. Research on the Impact of Pandemic on U.S. Wholesale and Retail Industries Based on Fama-French Five Factor Model;Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022);2022
5. Selection of the right proxy market portfolio for CAPM;Investment Management and Financial Innovations;2021-07-27
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