Extension of the Fama and French model: A study of the largest European financial institutions-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Extension of the Fama and French model: A study of the largest European financial institutions

Published:2020-12 Issue: Volume:164 Page:115-139
ISSN:2110-7017
Container-title:International Economics
language:en
Short-container-title:International Economics

Author:

Jareño Francisco,González María de la O,Escolástico Alba M.

Funder

Spanish Ministerio de Economía, Industria y Competitividad

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference42 articles.

1. High-frequency factor models and regressions;Aït-Sahalia;J. Econom.,2020

2. Analysis of the five-factor asset pricing model with waveletmultiscaling approach;Bera;Q. Rev. Econ. Finance,2020

3. The nonlinear relationship between economic growth and financial development: evidence from developing, emerging and advanced economies;Botev;International Economics,2019

4. Market microstructure and asset pricing: on the compensation for illiquidity in stock returns;Brennan;J. Financ. Econ.,1996

5. A test for independence based on the correlation dimension;Brock;Econom. Rev.,1996

Cited by 10 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. Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds;Finance Research Letters;2024-04

2. Portfolio optimization and valuation capability of multi-factor models: an observational evidence from Dhaka stock exchange;Frontiers in Applied Mathematics and Statistics;2023-12-05

3. Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste;Journal of Risk and Financial Management;2023-11-12

4. Government Bonds and COVID-19. An International Evaluation Under Different Market States;Evaluation Review;2022-12-02

5. Nexus Between Equity Pricing Models and Equity Price Fragility: Empirical Insights From Pakistan;Frontiers in Energy Research;2022-08-16

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3