On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 35 (2010)
Issue (Month): 1 (July)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Fama and French; Four-factor model; Momentum; Up and down markets; Seasonality; G12; G15;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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