Comparing the predictive efficiency of Fama-French Three-Factor Model and Carhart Four-Factor Model: Financial market approach-Reference-Cited by-同舟云学术

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Comparing the predictive efficiency of Fama-French Three-Factor Model and Carhart Four-Factor Model: Financial market approach

Published:2023-04-07 Issue: Volume: Page:
ISSN:
Container-title:2023 IEEE 8th International Conference for Convergence in Technology (I2CT)
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Author:

Khoa Bui Thanh¹,Trong Huynh Tran²

Affiliation:

1. Industrial University of Ho Chi Minh City,Faculty of Commerce and Tourism,Ho Chi Minh City,Vietnam

2. FPT University,Department of Mathematics,Hanoi,Vietnam

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10126131/10126116/10126181.pdf?arnumber=10126181

Reference25 articles.

1. The Cross-Section of Expected Stock Returns

2. The relationship between return and market value of common stocks

3. An Empirical Investigation of Fama-French-Carhart Multifactor Model: UK Evidence;nwani;Journal of Economics and Finance,2015

4. Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets

5. Examining asset pricing models in emerging markets: Evidence from Egypt

Cited by 1 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. Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression;IEEE Access;2024

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