Investigation the strength of Five-factor model of Fama and French (2015) in describing fluctuations in stock returns
Prediction of stock returns is always one of the most important discussions of financial markets, which has led to introducing of various models to pricing financial assets, one of the most important of these models is to measure the surplus returns by Fama & French model was introduced in the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
1999-12-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_59778_de2837d4c5cd835d94875252836904e3.pdf |