RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL
This article focused on the applicability of the three-factor model to the Chinese A-share market. The efficiency of the application of the three-factor model to the Chinese financial market was tested by comparing the degree of fit, applicability and explanatory power of the CAPM model and the Fama...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2022
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| Online Access: | https://eprints.nottingham.ac.uk/70626/ |
| _version_ | 1848800626691014656 |
|---|---|
| author | WANSHA, CHEN |
| author_facet | WANSHA, CHEN |
| author_sort | WANSHA, CHEN |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This article focused on the applicability of the three-factor model to the Chinese A-share market. The efficiency of the application of the three-factor model to the Chinese financial market was tested by comparing the degree of fit, applicability and explanatory power of the CAPM model and the Fama- French three-factor model under time series in the process of testing the latest empirical data on the A-share market by setting up portfolios with different weighted-average sizes and book-to-market equity. |
| first_indexed | 2025-11-14T20:54:33Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-70626 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:54:33Z |
| publishDate | 2022 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-706262023-07-06T13:42:48Z https://eprints.nottingham.ac.uk/70626/ RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL WANSHA, CHEN This article focused on the applicability of the three-factor model to the Chinese A-share market. The efficiency of the application of the three-factor model to the Chinese financial market was tested by comparing the degree of fit, applicability and explanatory power of the CAPM model and the Fama- French three-factor model under time series in the process of testing the latest empirical data on the A-share market by setting up portfolios with different weighted-average sizes and book-to-market equity. 2022-09-08 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/70626/1/20352311_BUSI4019%20UNUK_2021_22.pdf WANSHA, CHEN (2022) RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL. [Dissertation (University of Nottingham only)] |
| spellingShingle | WANSHA, CHEN RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title | RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title_full | RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title_fullStr | RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title_full_unstemmed | RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title_short | RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL |
| title_sort | research on the stock return in china-a-share market based on the fama-french three-factor model |
| url | https://eprints.nottingham.ac.uk/70626/ |