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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14397
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dc.contributor.authorN. Lalitha-
dc.contributor.authorD. N. Ra0-
dc.date.accessioned2024-03-01T08:06:16Z-
dc.date.available2024-03-01T08:06:16Z-
dc.date.issued2007-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14397-
dc.description.abstractMulti-factor models have been popularly used to explain asset market behavior. The Fama and French three-factor model fitted on the sample set of new economy stocks for the study period of late nineties to March 2007, however, fails to give adequate explanation to the stock market behavior.-
dc.publisherJournal of Quantitative Economics-
dc.subjectMulti-factor Model-
dc.subjectBehavioral inertia.-
dc.titleA Comparative Evaluation of Fama and French Multi Factor Model with a Behavioral Stock Price Model-
dc.volVol. 5-
dc.issuedNo. 2-
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