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...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/35488 |