Asset Pricing Model Suitability: Evidence from USA, UK, and India

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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...

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Bibliographic Details
Main Author:	Rahman, Tareque
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Online Access:	https://eprints.nottingham.ac.uk/54699/

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