On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
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- Dipesh Karki & Binam Ghimire, 2016. "Explaining Stock Returns in Nepal: Application of Single and Multi-factor models," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 5(3), pages 1-3.
- Lam, Keith S.K. & Qiao, Zhuo, 2015. "Herding and fundamental factors: The Hong Kong experience," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 160-188.
More about this item
KeywordsFama and French; Four-factor model; Momentum; Up and down markets; Seasonality; G12; G15;
- 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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