An Evaluation of Asset Pricing Models Based on Chinese Stock Market
Chinese stock market has been growing at a rapid rate since the establishment, and has become the second worldly largest stock market. This study aims to provide a better understanding of the applicability and explanatory power of the Fama-French three-factor model and the Fama-French five-factor mo...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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| Online Access: | https://eprints.nottingham.ac.uk/54858/ |