TESTS OF THE CAPITAL ASSET PRICES AND THE FAMA AND FRENCH THREE-FACTOR MODEL FOR HANOI SECURITIES MARKET
2010 ◽
Vol 13
(4)
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pp. 15-22
Keyword(s):
The One
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This study tests the Fama-French three-factor model for Hanoi securities market, HASTC to investigate the influences of market factor, size factor and value factor on the rate of return of portfolios. The data for study was collected from 1st July, 2006 to 15th May, 2009. The study found that the three-factor model has high capability to explain the changing of portfolio’s rate of return and the market factor is the one that has the strongest effect on portfolios’ rate of return.
2021 ◽
Vol ahead-of-print
(ahead-of-print)
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Keyword(s):
2019 ◽
Vol 10
(03)
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pp. 1950016
Keyword(s):
Keyword(s):
2019 ◽
Vol 18
(1_suppl)
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pp. S137-S166
Keyword(s):
2019 ◽
Vol 1341
◽
pp. 062032
Keyword(s):
2018 ◽
Vol 14
(3)
◽
pp. 430
2014 ◽
Vol 13
(4)
◽
pp. 310-325
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