Application of asset pricing models: evidence from Saudi exchange
The Saudi Arabia Stock Exchange (Tadawul) is one of the biggest emerging Stock Exchanges in the Middle East region. Therefore, this research aims to apply Fama and French (2015) 5-factor model on Tadawul, and compares it with the Fama and French 3-factor model and CAPM to check the applicability of...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2020-04-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13384/IMFI_2020_01_Salameh.pdf |