RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL

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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...

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Bibliographic Details
Main Author:	WANSHA, CHEN
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Online Access:	https://eprints.nottingham.ac.uk/70626/

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