The study of Fama and French’s three factors and momentum in Pacific Basinstock markets
博士 === 雲林科技大學 === 管理研究所博士班 === 96 === This study tests capital asset pricing model (CAPM), Fama and French’s (1992) three factors and Carhart’s (1997) four factors model using two-step procedure regression introduced by Fama and MacBeth (1973). Since the special market microstructure differs from U....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08534211436561612853 |