An Evaluation of Asset Pricing Models Based on Chinese Stock Market

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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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Bibliographic Details
Main Author:	Zhao, Yifan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2108
Online Access:	https://eprints.nottingham.ac.uk/54858/

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