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Whether profitability and investment factors have additional explanatory power compared with Fama-French three-factor model: Empirical evidence on Chinese A-share stock market

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  • Wenting Jiao
  • Lilti Jean-Jacques

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  • Wenting Jiao & Lilti Jean-Jacques, 2017. "Whether profitability and investment factors have additional explanatory power compared with Fama-French three-factor model: Empirical evidence on Chinese A-share stock market," China Finance and Economic Review, De Gruyter, vol. 6(2), pages 3-22, June.
    • Handle: RePEc:bpj:cferev:v:6:y:2017:i:2:p:3-22:n:5
    DOI: 10.1515/cfer-2017-060203
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    Cited by:

    1. Pablo Cristini Guedes & Fernanda Maria Müller & Marcelo Brutti Righi, 2023. "Risk measures-based cluster methods for finance," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-56, March.
    2. Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022. "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    3. ZEREN, Feyyaz & YILMAZ, Tayfun & BELKE, Murat, 2019. "Testing The Validity Of Fama French Five Factor Asset Pricing Model: Evidence From Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(2), pages 97-113, June.

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