نتایج جستجو برای: fama french three factor model

تعداد نتایج: 3832379  

Journal: :Annals OR 2011
Qing Cao Mark E. Parry Karyl B. Leggio

Since the establishment of the Shanghai Stock Exchange (SHSE) in 1990 and the Shenzhen Stock Exchange (SZSE) in 1991, China’s stock markets have expanded rapidly. Although this rapid growth has attracted considerable academic interest, few studies have examined the ability of conventional financial models to predict the share price movements of Chinese stock. This gap in the literature is signi...

2015
Soon-Ho Kim Dongcheol Kim Hyun-Soo Shin

Article history: Received 18 November 2010 Accepted 12 September 2011 Available online 17 September 2011 This paper evaluates and compares asset pricing models in the Korean stock market. The asset pricing models considered are the CAPM, APT-motivated models, the Consumption-based CAPM, Intertemporal CAPM-motivated models, and the Jagannathan and Wang conditional CAPM model. By using various te...

2012
Euijin Kim Rui Zhang Kara Slone

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...

2006
Samuel P. Putnam Mary K. Rothbart

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...

Journal: :IJICT 2016
Lukman Abdurrahman Suhardi Armein Z. R. Langi

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...

2005
JOANNA JENNY P. JEAN FRAZIER ROBERT A. BAGRAMIAN JOHN M. PROSHEK

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...

Journal: :تحقیقات مالی 0
علی محمد کیمیاگری غلام رضا اسلامی بیدگلی مهدی اسکندری

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2009
Chandra Shekhar Bhatnagar

The Sharpe (1964), Lintner (1965) and Black (1972) Capital Asset Pricing Model (CAPM) is considered one of the foundational contributions to the practice of finance. The model postulates that the equilibrium rates of return on all risky assets are a linear function of their covariance with the market portfolio. Recent work by Fama and French (1996, 2006) introduce a Three Factor Model that ques...

Journal: :iranian economic review 2010
majid rahmani firozjaee zeinab salmani jelodar

Journal: :Advances in economics, business and management research 2022

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