Asset Pricing Model Suitability: Evidence from USA, UK, and India
This study examines firms from USA, UK, and India and attempts to determine whether a standard or behavioral model is more suitable for the purpose of asset pricing. The standard model used is the Fama and French (1993) three factor model and the behavioral model is constructed based on the model pr...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
|
| Online Access: | https://eprints.nottingham.ac.uk/54699/ |