An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market

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An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market

The present study adds to the scarce published Taiwan literature on the size effect, the book-to-market effect and the comparison of explanatory power between the Capital Asset Pricing Model (CAPM) and the Fama and French three-factor model. The current study investigates Taiwan stock market during...

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Bibliographic Details
Main Author:	YEH, YU-JEN
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	CAPM Capital Asset Pricing Model three-factor model size effect
Online Access:	https://eprints.nottingham.ac.uk/20433/

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