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Applied Economics Letters Volume 15, 2008 - Issue 15
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Original Articles

An augmented Fama and French three-factor model: new evidence from an emerging stock market

Sunil Kumar Bundoo Department of Economics & Statistics, University of Mauritius, Reduit, MauritiusCorrespondence[email protected]
Pages 1213-1218 | Published online: 28 Nov 2008

Citations (14)

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Nicholas Addai Boamah. (2017) The Price of Risk on the African Frontier Stock Markets. Journal of African Business 18:2, pages 238-256.
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Articles from other publishers (13)

Mohamed Lamine Mbengue, Bara Ndiaye & Oumar Sy. (2023) Which factors explain African stock returns?. Finance Research Letters 54, pages 103805.
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Asmâa Alaoui Taib & Safae Benfeddoul. (2023) The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. International Journal of Financial Studies 11:1, pages 47.
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Jiarui Hu, Mingjun You & Jiawen Zhang. (2022) Comparison of CAPM and Fama-French Three-Factor Model in Investment Portfolios Prediction. BCP Business & Management 23, pages 603-615.
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Kemal COŞKUN & Talip TORUN. (2021) Fama & French Üç ve Beş Faktörlü Varlık Fiyatlama Modellerinin Geçerliliği: Borsa İstanbul ÖrneğiThe Validity of Fama & French Three and Five Factors Asset Pricing Models: Example of Istanbul Stock Exchange. İktisadi İdari ve Siyasal Araştırmalar Dergisi 6:14, pages 84-102.
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Jaewook Kim, Jewoo Kim, Seul Ki Lee & Liang (Rebecca) Tang. (2020) Effects of epidemic disease outbreaks on financial performance of restaurants: Event study method approach. Journal of Hospitality and Tourism Management 43, pages 32-41.
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Mohammed Iqbal & Shijin Santhakumar. (2018) Information asymmetry and insider trade profitability in India. Journal of Indian Business Research 10:1, pages 53-69.
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Lin Huo & Xiaoli Sun. (2017) An augmented fama and french three-factor model using social interaction. An augmented fama and french three-factor model using social interaction.
Mohan Subbiah & Frank J Fabozzi. (2016) Equity style allocation: A nonparametric approach. Journal of Asset Management 17:3, pages 141-164.
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Nicholas Addai Boamah. (2015) Robustness of the Carhart four-factor and the Fama-French three-factor models on the South African stock market. Review of Accounting and Finance 14:4, pages 413-430.
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Abu Taher Mollik & M. Khokan Bepari. (2010) Instability of stock beta in Dhaka Stock Exchange, Bangladesh. Managerial Finance 36:10, pages 886-902.
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Bhavna Bahl. (2006) Testing the Fama and French Three-Factor Model and Its Variants for the Indian Stock Returns. SSRN Electronic Journal.
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Uchenna Tony-Okeke. (2015) Multi-Factor Asset Pricing Model in the South African Stock Market. SSRN Electronic Journal.
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Dávid Viszoki. (2012) Stocks of Emerging and Developed Countries through the Lens of the Fama-French Three-Factor Model. SSRN Electronic Journal.
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