Does R&D factor create a better assets pricing model? Evidence from FTSE 350
In this paper, the effectiveness of the Fama and French three factor model and the Al-Horani R&D model are compared under two different portfolio sets for two different testing periods. The two portfolio sets are 9 size & book to market portfolios and 15 industry portfolios respectively. The...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
|
| Online Access: | https://eprints.nottingham.ac.uk/23936/ |