A better model? Testing of Fama and French six-factor model in Pakistan
This study examines the performance of the Fama and French six factor model and the alternative six-factor model in explaining anomalous return patterns using a broad sample of the Pakistani stock market from 2000 to 2017. This study is the first to test the applicability of these models in Pakistan...
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| Format: | Article |
| Language: | English |
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Institute of Business Administration
2022-07-01
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| Series: | Business Review |
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| Online Access: | https://ir.iba.edu.pk/businessreview/vol17/iss1/1/ |