Testing the Fama and French three factor model : evidence from China

The objective of the study is to examine the performance of the Fama and French three factor model in explaining the average cross-sectional returns in China stock market. The market, consisting of the Shanghai and Shenzhen stock exchange, is uniquely characterized by individual investors who based...

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Bibliographic Details
Main Authors: Ho, Qiao Yi, Lee, Pearl Shi Qi, Yang, Ryan Jing Liang
Other Authors: Chang Xin
Format: Final Year Project (FYP)
Language:English
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10356/35488