Research on the Applicability of Fama-French Five-factor Model in Chinese A-share Market | |
Zhang, Yanliang; Li, Fanhao; Gong, Yue | |
2018 | |
会议名称 | 2nd International Conference on Culture, Education and Economic Development of Modern Society (ICCESE) |
会议日期 | MAR 01-03, 2018 |
关键词 | capital asset pricing Fama-French three-factor model Fama-French five-factor Model |
卷号 | 205 |
页码 | 894-898 |
收录类别 | CPCI-SSH |
会议录 | PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON CULTURE, EDUCATION AND ECONOMIC DEVELOPMENT OF MODERN SOCIETY (ICCESE 2018)
![]() |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6026984 |
专题 | 山东大学 |
作者单位 | Shandong Univ Finance & Econ, Jinan, Shandong, Peoples R China. |
推荐引用方式 GB/T 7714 | Zhang, Yanliang,Li, Fanhao,Gong, Yue. Research on the Applicability of Fama-French Five-factor Model in Chinese A-share Market[C]. 见:2nd International Conference on Culture, Education and Economic Development of Modern Society (ICCESE). MAR 01-03, 2018. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论