An empirical analysis of the applicability of the Fama-French five-factor model and the three-factor model to China’s stock market – Based on validated evidence from listed Chinese Internet companies

Authors

Ruobing Wang

Published

January 1, 2023

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SHS web of conferences

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DOI

https://doi.org/10.1051/shsconf/202316301020

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An empirical analysis of the applicability of the Fama-French five-factor model and the three-factor model to China’s stock market – Based on validated evidence from listed Chinese Internet companies

Authors

Ruobing Wang

Published

January 1, 2023

Loading PDF viewer…

Supporters

Support the authors with ResearchCoin

Journal

SHS web of conferences

Topics

DOI

https://doi.org/10.1051/shsconf/202316301020

License

CC-BY

Other Formats

PDF

Paper

Paper

Paper

Paper

An empirical analysis of the applicability of the Fama-French five-factor model and the three-factor model to China’s stock market – Based on validated evidence from listed Chinese Internet companies

Supporters

Journal

Topics

DOI

License

Other Formats

An empirical analysis of the applicability of the Fama-French five-factor model and the three-factor model to China’s stock market – Based on validated evidence from listed Chinese Internet companies

Supporters

Journal

Topics

DOI

License

Other Formats

Supporters

Journal

Topics

DOI

License

Other Formats