Does R&D factor create a better assets pricing model? Evidence from FTSE 350

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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...

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Bibliographic Details
Main Author:	ZHOU, YI
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23936/

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