Essays about: "Fama-French 5-factor Model"

Found 2 essays containing the words Fama-French 5-factor Model.

  1. 1. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

    University essay from Blekinge Tekniska Högskola

    Author : Dimitrios Felekidis; Sylwia Buczek; [2022]
    Keywords : Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

    Abstract : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. READ MORE

  3. 2. Factor Premiums in Developing Stock Markets: Evidence from Nairobi Securities Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Agnes Lindvall; [2020]
    Keywords : Asset Pricing Models; Fama-French 5-factor Model; Nairobi Securities Exchange; Factor Premium; Business and Economics;

    Abstract : This study tests the Fama-French 5-factor asset pricing model in a developing stock market. The purpose is to investigate whether the size, value, profitability, and investment factor premiums exist in the Nairobi Securities Exchange (NSE). READ MORE