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On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Keith Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35, 89-111.
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite |   IF:1.9/2.1 | Submit date：2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market Journal article
Keith S. K. Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35(1), 89-111.
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite | TC[WOS]:9 TC[Scopus]:11  IF:1.9/2.1 | Submit date：2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model