An empirical analysis of the applicability of the Fama-French five-factor model and the three-factor model to China’s stock market – Based on validated evidence from listed Chinese Internet companies
Previous research on the Fama-French three-factor (FFTF) model in domestic academia has been dominated; while the literature and applications of applying the Fama-French five-factor (FFFF) to study the Chinese stock market are scarce, and the only few articles are contradictory in their respective c...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2023-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2023/12/shsconf_icssed2023_01020.pdf |