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Applied Economics Letters Volume 24, 2017 - Issue 5
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Original Articles

Adapting and testing the Fama and French model, with some variations of company characteristics

Luis FerruzAccounting and Finance Department, Faculty of Business and Economics, University of Zaragoza, Zaragoza, SpainCorrespondence[email protected]
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Guillermo BadíaAccounting and Finance Department, Faculty of Business and Economics, University of Zaragoza, Zaragoza, SpainView further author information
Pages 342-345 | Published online: 02 Jul 2016

References

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  • Soumaré, I., E. K. Aménounvé, O. Diop, D. Méité, and Y. D. N’sougan. 2013. “Applying the CAPM and the Fama–French Models to the BRVM Stock Market.” Applied Financial Economics 23: 275–285. doi:10.1080/09603107.2012.718062.
  • Zhong, A., M. Limkriangkrai, and P. Gray. 2014. “Anomalies, Risk Adjustment and Seasonality: Australian Evidence.” International Review of Financial Analysis 35: 207–218. doi:10.1016/j.irfa.2014.09.004.

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