The study attempted to provide a comprehensive analysis of two asset pricing models in
Indian Equity Market ie Capital Asset Pricing Model and Fama-French Three Factor Model …

In this study, we provided an empirical testability of the FF3FM against the co-
momentaugmented FF3FM using the Newey–West GMM methods to account for potential …

This study investigates the impact of different risk factors on stock returns in the Bangladesh
capital market by empirically testing the Capital Asset Pricing Model (CAPM) and the Fama …

Purpose The research paper attempts to check the validity of Capital Asset Pricing Model
(CAPM) and Fama French Three Factor Model (FF3) in the context of the Indian stock market …

Generous consideration has been pursued to the empirical testing of multifactor assets
pricing models. However, literature provides mixed kind of evidences in the support of …

Abstract The Fama-French three-factor model is one of the most important models in asset
pricing theory, extending the CAPM by incorporating the size and book-to-market (BTM) …

Three Factor Model terhadap Excess Return saham pada perusahaan yang termasuk
kedalam daftar indeks KOMPAS100 selama periode 2016-2020. Populasi dalam penelitian …

Portfolio risk assessment is important for investors in portfolio design. Based on sound
forecasts of market and company prospects, an accurate investment risk assessment can …

In order to explain the relationship between risk and expected return, different researchers
use different asset pricing models. In this research paper, we identify whether Sharpe's …

Academicians & Practitioners in the area of finance are entrenched on Asset Pricing Models
ie Capital Asset Pricing Model (CAPM) & Fama French Factor Models for ages. Fama & …