Static vs Time-Varying Beta of Fama-French Five Factors Model in Indonesia and Thailand

Tests Of The Fama And French Three Factor Model In Iran

Expected Returns and Volatility of Fama-French Factors

In this paper, I show that the variance of Fama-French factors, the variance of the momentum factor, as well as the correlation between these factors, predict an important fraction of the timeseries variation in post-1990 aggregate stock market returns. This predictability is particularly strong from one month to one year, and it dominates that afforded by the variance risk premium and other po...

ec adoption and critical success factors of ec in smes in iran

تجارت الکترونیکی شیوه اجرای مسئولیتها، تقابل با مشتریان و امور معمول عملیاتی در شرکتها را تغییر داده است. تجارت الکترونیکی در عمل تنها خرید و فروش کالاها را از طریق ابزار الکترونیک نمی باشد، بلکه تمام فعالیتهای لازم جهت انجام فرایند فروش را نیز در بر میگیرد. در اواخر دهه 1990 بسیاری از شرکتها فعالیتهای خود را به منظور دستیابی به مشتریان جدید و یا ارائه فرصتهای جدید به مشتریان موجود گسترش دادند...

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...

tests of the fama and french three factor model in iran