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...

Initial trust is important, especially in the ecommerce context, for online retailers to achieve customers’ initial commitment which may lead to a more robust relationship. For this reason, several previous studies of ecommerce focused on initial trust. However, one problem with the previous studies is the validity of initial trust. In this paper, we compared a three-factor model of initial tru...

Using data from 468 parents and taking into account internal consistency, breadth of item content, within-scale factor analysis, and patterns of missing data, we developed short (94 items, 15 scales) and very short (36 items, 3 broad scales) forms of the Children’s Behavior Questionnaire (CBQ; Rothbart, Ahadi, & Hershey, 1994; Rothbart, Ahadi, Hershey, & Fisher, 2001), a well-established parent...

This paper provides a study concerning IT value substance in IT-based industries. The applied method is a partial adjustment valuation approach, expressing that the real output is part of the preferred output. Thus, there should be a coefficient between both, which shakes the relationship in between, called a speed of adjustment. To examine the method, this theory experimented six Indonesian IT...

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...

This study empirically tests and compares the performances of three famous financial asset valuation models in Moroccan stock exchange: CAPM, Fama French three-factor model, five-factor model. Our sample considers monthly data covering period July 2002 to June 2020. The main findings reveal that GRS test typically rejects each examined On basis our analysis, we find value effect is more pronoun...

In this paper we present the findings of a study designed to test the usefulness of an ecological model containing factors believed to affect children's oral health both directly and indirectly. It has long been accepted that there are multiple factors involved in the etiology of dental disease-in this case, caries. However, most dental research uses explanatory models involving a limited range...

The duo of Fama and French is most famous for their 1992 and 1993 papers documenting strong historical value and size effects. (Fama is also famous – or infamous, depending on your perspective – for his association with the efficient market hypothesis.) The core observation of Fama and French’s seminal papers was that the returns on small-company and value stocks – those with high book-to-marke...

This study empirically analyzes and compares return data from developed emerging market based on the Fama French five-factor model it to previous results three-factor by Kostin, Runge Adams (2021). It researches whether addition of profitability investment pattern factors show superior in assessment markets during COVID-19 pandemic compared markets. We use panel covering eight indices countries...