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https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14397| Title: | A Comparative Evaluation of Fama and French Multi Factor Model with a Behavioral Stock Price Model |
| Authors: | N. Lalitha D. N. Ra0 |
| Keywords: | Multi-factor Model Behavioral inertia. |
| Issue Date: | 2007 |
| Publisher: | Journal of Quantitative Economics |
| Abstract: | Multi-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. |
| URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14397 |
| Appears in Collections: | Articles to be qced |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| A Comparative Evaluation of Fama and French.pdf Restricted Access | 8.38 MB | Adobe PDF | View/Open Request a copy |
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