Investigation the strength of Five-factor model of Fama and French (2015) in describing fluctuations in stock returns

Roya mirzaei; Amir Abbas Sahebgharani; Nazanin Hashemi

Volume 1, Issue 2 , October 2017, , Pages 105-119

https://doi.org/10.22034/ijf.2017.59778

Abstract
  Prediction of stock returns is always one of the most important discussions of financial markets, which has led to introducing of various models to pricing financial assets, one of the most important of these models is to measure the surplus returns by Fama &  French model was introduced in ...  Read More