Analysis of Meal Industry in U.S. Stock Market during COVID-19 Based on Fama-French Five-Factor Model

Examination of the Predictive Power of Fama-French Five-Factor Model by the Inclusion of Skewness Coefficient: Evidence of Iranian Stock Market

Due to the complexity of financial markets and specialization of investment, the investors in financial markets need tools, methods and models by which they can choose the best investment and the most appropriate portfolios. Fama-French Five-Factor Model (FFFFM) is one of the newest methods among various methods for financial asset pricing and prediction of stock returns. The main aim of this r...

test of the fama-french three-factor model in tehran stock exchange

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Tests Of The Fama And French Three Factor Model In Iran

Developing revised Fama-French Five-Factor models by including dividend rate, cash holdings, and Free cash flow to equity: evidence of Tehran stock exchange

Prediction of stock returns has always been one of the most important issues in finance. Investors have attracted to use of Fama-French Five-Factor Model (FFFFM) as one of the powerful methods for pricing financial assets and predicting the stock returns. This research investigates the predictability of stock returns by including some important firms features namely cash holdings, dividend rate...

Assessing the role of the Gold and US dollar as a safe haven and risk hedge of the Iran stock market during Covid-19 pandemic and earlier

Considering the Tehran stock exchange’s status after the Covid-19 pandemic; it is essential to assess the role of different assets as a risk hedge and safe haven of the stock market during the pandemic. In this study, the trend of the gold and US dollar was evaluated and compared using EGARCH and quantile regression methods before (2018/6/19-2020/2/19) and after Covid-19 (2020/2/23-2021/10/12)....