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You searched for subject:(Fama French). Showing records 1 – 30 of 71 total matches.

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1. Vaishnavi V Bhatt. Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;.

Degree: Management, 2015, Jain University

The Fama French Model which followed the CAPM has been widely debated by newlinevarious researchers on issues like whether value and size premiums are caused… (more)

Subjects/Keywords: Fama French Model; Management

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APA (6th Edition):

Bhatt, V. V. (2015). Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;. (Thesis). Jain University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/45483

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bhatt, Vaishnavi V. “Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;.” 2015. Thesis, Jain University. Accessed November 20, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/45483.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bhatt, Vaishnavi V. “Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;.” 2015. Web. 20 Nov 2019.

Vancouver:

Bhatt VV. Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;. [Internet] [Thesis]. Jain University; 2015. [cited 2019 Nov 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/45483.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bhatt VV. Impact of leverage risk liquidity risk and idiosyncratic risk on expected returns;. [Thesis]. Jain University; 2015. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/45483

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

2. Chen, Li-wei. Liquidity, Leverage Ratio, and IPO Long-Run Performance.

Degree: Master, Business Management, 2009, NSYSU

 Initial public offerings (IPOs), especially common stock IPOs have drawn a lot of investors' and researchers' attentions for their short-run return rocketing phenomenon. Numerous articles… (more)

Subjects/Keywords: IPO; Fama-French; OTC

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APA (6th Edition):

Chen, L. (2009). Liquidity, Leverage Ratio, and IPO Long-Run Performance. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0715109-173846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Li-wei. “Liquidity, Leverage Ratio, and IPO Long-Run Performance.” 2009. Thesis, NSYSU. Accessed November 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0715109-173846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Li-wei. “Liquidity, Leverage Ratio, and IPO Long-Run Performance.” 2009. Web. 20 Nov 2019.

Vancouver:

Chen L. Liquidity, Leverage Ratio, and IPO Long-Run Performance. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Nov 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0715109-173846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen L. Liquidity, Leverage Ratio, and IPO Long-Run Performance. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0715109-173846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Boros, Daniel. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets.

Degree: Faculty of Arts and Sciences, 2014, Linköping UniversityLinköping University

  This thesis investigates whether the estimation of the cost of equity (or the expected return) in the Swedish market should incorporate an adjustment for… (more)

Subjects/Keywords: Fama & French; Swedish markets

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APA (6th Edition):

Boros, D. (2014). Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-117836

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Boros, Daniel. “Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets.” 2014. Thesis, Linköping UniversityLinköping University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-117836.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Boros, Daniel. “Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets.” 2014. Web. 20 Nov 2019.

Vancouver:

Boros D. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets. [Internet] [Thesis]. Linköping UniversityLinköping University; 2014. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-117836.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boros D. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets. [Thesis]. Linköping UniversityLinköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-117836

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

4. Newnham, Kerry. Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities .

Degree: 2011, University of Otago

 In this paper I examine the power of multifactor regression models in describing the returns to New Zealand stocks and portfolios from January 2006 to… (more)

Subjects/Keywords: Fama French; Carhart; Liquidity Premium; Thin Trading

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APA (6th Edition):

Newnham, K. (2011). Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1946

Chicago Manual of Style (16th Edition):

Newnham, Kerry. “Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities .” 2011. Masters Thesis, University of Otago. Accessed November 20, 2019. http://hdl.handle.net/10523/1946.

MLA Handbook (7th Edition):

Newnham, Kerry. “Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities .” 2011. Web. 20 Nov 2019.

Vancouver:

Newnham K. Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10523/1946.

Council of Science Editors:

Newnham K. Asset Pricing Models and Illiquidity: Using Multi-factor Regression Models on Thinly Traded Equities . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1946

5. LAZZARINO, MARCO. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.

Degree: School of Business. Discipline of Business & Administrative Studies, 2018, Trinity College Dublin

 This thesis is a collection of three distinct essays providing advice to investors in three areas of Finance. The first investigates the sensitivity of mining… (more)

Subjects/Keywords: Fama-French; Metals; Value Investing; Statistical Arbitrage

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APA (6th Edition):

LAZZARINO, M. (2018). An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. (Thesis). Trinity College Dublin. Retrieved from http://hdl.handle.net/2262/85295

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LAZZARINO, MARCO. “An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.” 2018. Thesis, Trinity College Dublin. Accessed November 20, 2019. http://hdl.handle.net/2262/85295.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LAZZARINO, MARCO. “An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.” 2018. Web. 20 Nov 2019.

Vancouver:

LAZZARINO M. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. [Internet] [Thesis]. Trinity College Dublin; 2018. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/2262/85295.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LAZZARINO M. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. [Thesis]. Trinity College Dublin; 2018. Available from: http://hdl.handle.net/2262/85295

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Newcastle

6. Li, Cheong Fai. An empirical study of profitability, investment and momentum factors in the Hong Kong stock market.

Degree: 2017, University of Newcastle

Professional Doctorate - Doctor of Business Administration (DBA)

This thesis aims at examining the saliency and soundness of profitability, investment and momentum factors in explaining… (more)

Subjects/Keywords: Fama and French; five-factor model; momentum

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APA (6th Edition):

Li, C. F. (2017). An empirical study of profitability, investment and momentum factors in the Hong Kong stock market. (Thesis). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1354536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Cheong Fai. “An empirical study of profitability, investment and momentum factors in the Hong Kong stock market.” 2017. Thesis, University of Newcastle. Accessed November 20, 2019. http://hdl.handle.net/1959.13/1354536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Cheong Fai. “An empirical study of profitability, investment and momentum factors in the Hong Kong stock market.” 2017. Web. 20 Nov 2019.

Vancouver:

Li CF. An empirical study of profitability, investment and momentum factors in the Hong Kong stock market. [Internet] [Thesis]. University of Newcastle; 2017. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/1959.13/1354536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li CF. An empirical study of profitability, investment and momentum factors in the Hong Kong stock market. [Thesis]. University of Newcastle; 2017. Available from: http://hdl.handle.net/1959.13/1354536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Barvels, Dustin. Using The Fama-French Five-Factor Model To Predict Industry Market Returns.

Degree: MS, Economics & Finance, 2015, University of North Dakota

  I examine industry sector returns using the Fama-French five-factor model between January 1966 and July 2015. This paper contributes to the literature by examining… (more)

Subjects/Keywords: Fama-French; Five-Factor; Industry; Returns

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APA (6th Edition):

Barvels, D. (2015). Using The Fama-French Five-Factor Model To Predict Industry Market Returns. (Masters Thesis). University of North Dakota. Retrieved from https://commons.und.edu/theses/1869

Chicago Manual of Style (16th Edition):

Barvels, Dustin. “Using The Fama-French Five-Factor Model To Predict Industry Market Returns.” 2015. Masters Thesis, University of North Dakota. Accessed November 20, 2019. https://commons.und.edu/theses/1869.

MLA Handbook (7th Edition):

Barvels, Dustin. “Using The Fama-French Five-Factor Model To Predict Industry Market Returns.” 2015. Web. 20 Nov 2019.

Vancouver:

Barvels D. Using The Fama-French Five-Factor Model To Predict Industry Market Returns. [Internet] [Masters thesis]. University of North Dakota; 2015. [cited 2019 Nov 20]. Available from: https://commons.und.edu/theses/1869.

Council of Science Editors:

Barvels D. Using The Fama-French Five-Factor Model To Predict Industry Market Returns. [Masters Thesis]. University of North Dakota; 2015. Available from: https://commons.und.edu/theses/1869

8. Πισπιρίγκου, Ευθαλία. Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς.

Degree: 2010, University of Patras

Ο αντικειμενικός σκοπός της συγκεκριμένης εργασίας είναι να διερευνηθεί κατά πόσο και αν ισχύει η θεωρία της αποτελεσματικότητας των αγορών που πρωτοεισήχθη από τους Fama(more)

Subjects/Keywords: Υπόθεση αποτελεσματικότητας της αγοράς; Υπόδειγμα τριών παραγόντων των Fama-French; 332.64; Efficient market hypothesis (E.M.H.); Fama-French three factor model

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APA (6th Edition):

Πισπιρίγκου, . (2010). Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4640

Chicago Manual of Style (16th Edition):

Πισπιρίγκου, Ευθαλία. “Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς.” 2010. Masters Thesis, University of Patras. Accessed November 20, 2019. http://nemertes.lis.upatras.gr/jspui/handle/10889/4640.

MLA Handbook (7th Edition):

Πισπιρίγκου, Ευθαλία. “Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς.” 2010. Web. 20 Nov 2019.

Vancouver:

Πισπιρίγκου . Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς. [Internet] [Masters thesis]. University of Patras; 2010. [cited 2019 Nov 20]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4640.

Council of Science Editors:

Πισπιρίγκου . Διερεύνηση της υπόθεσης της αποτελεσματικότητας της αγοράς. [Masters Thesis]. University of Patras; 2010. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4640


University of Pretoria

9. Mangozhe, Gwarega Triumph. The long-run investment performance of initial public offerings (IPOs) in South Africa.

Degree: Gordon Institute of Business Science (GIBS), 2011, University of Pretoria

 This study investigated the long-run investment performance of 411 South African IPOs during the period 1992 to 2007. Consistent with historical studies, no evidence of… (more)

Subjects/Keywords: UCTD; Long-run performance; Initial public offerings; Fama-french model

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APA (6th Edition):

Mangozhe, G. (2011). The long-run investment performance of initial public offerings (IPOs) in South Africa. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/24692

Chicago Manual of Style (16th Edition):

Mangozhe, Gwarega. “The long-run investment performance of initial public offerings (IPOs) in South Africa.” 2011. Masters Thesis, University of Pretoria. Accessed November 20, 2019. http://hdl.handle.net/2263/24692.

MLA Handbook (7th Edition):

Mangozhe, Gwarega. “The long-run investment performance of initial public offerings (IPOs) in South Africa.” 2011. Web. 20 Nov 2019.

Vancouver:

Mangozhe G. The long-run investment performance of initial public offerings (IPOs) in South Africa. [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/2263/24692.

Council of Science Editors:

Mangozhe G. The long-run investment performance of initial public offerings (IPOs) in South Africa. [Masters Thesis]. University of Pretoria; 2011. Available from: http://hdl.handle.net/2263/24692


University of Pretoria

10. [No author]. The long-run investment performance of initial public offerings (IPOs) in South Africa .

Degree: 2011, University of Pretoria

 This study investigated the long-run investment performance of 411 South African IPOs during the period 1992 to 2007. Consistent with historical studies, no evidence of… (more)

Subjects/Keywords: UCTD; Long-run performance; Initial public offerings; Fama-french model

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APA (6th Edition):

author], [. (2011). The long-run investment performance of initial public offerings (IPOs) in South Africa . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-05152011-102254/

Chicago Manual of Style (16th Edition):

author], [No. “The long-run investment performance of initial public offerings (IPOs) in South Africa .” 2011. Masters Thesis, University of Pretoria. Accessed November 20, 2019. http://upetd.up.ac.za/thesis/available/etd-05152011-102254/.

MLA Handbook (7th Edition):

author], [No. “The long-run investment performance of initial public offerings (IPOs) in South Africa .” 2011. Web. 20 Nov 2019.

Vancouver:

author] [. The long-run investment performance of initial public offerings (IPOs) in South Africa . [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2019 Nov 20]. Available from: http://upetd.up.ac.za/thesis/available/etd-05152011-102254/.

Council of Science Editors:

author] [. The long-run investment performance of initial public offerings (IPOs) in South Africa . [Masters Thesis]. University of Pretoria; 2011. Available from: http://upetd.up.ac.za/thesis/available/etd-05152011-102254/


Penn State University

11. Denizci, Basak. Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model.

Degree: PhD, Hotel, Restaurant, and Institutional Management, 2006, Penn State University

 The purpose of this study was to investigate the effect of the addition of restaurant industry-related factors on the accuracy and explanatory power of the… (more)

Subjects/Keywords: factors; finance; Fama-French; restaurant

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APA (6th Edition):

Denizci, B. (2006). Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/7287

Chicago Manual of Style (16th Edition):

Denizci, Basak. “Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model.” 2006. Doctoral Dissertation, Penn State University. Accessed November 20, 2019. https://etda.libraries.psu.edu/catalog/7287.

MLA Handbook (7th Edition):

Denizci, Basak. “Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model.” 2006. Web. 20 Nov 2019.

Vancouver:

Denizci B. Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model. [Internet] [Doctoral dissertation]. Penn State University; 2006. [cited 2019 Nov 20]. Available from: https://etda.libraries.psu.edu/catalog/7287.

Council of Science Editors:

Denizci B. Pricing Effect of Restaurant Industry Related Factors on Fama French Three Factor Model. [Doctoral Dissertation]. Penn State University; 2006. Available from: https://etda.libraries.psu.edu/catalog/7287

12. Laúdo, Cátia Filipa Caetano. Brand value and shareholder value : evidence from european NYSE Euronext firms.

Degree: 2015, Instituto Politécnico de Leiria

 Do strong brands create shareholder value? Since the recognition of the economic value of brands, several empirical studies have attempted to answer this question. The… (more)

Subjects/Keywords: Brand equity; Brand value; Shareholder value; Fama and French - Carhart model

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APA (6th Edition):

Laúdo, C. F. C. (2015). Brand value and shareholder value : evidence from european NYSE Euronext firms. (Thesis). Instituto Politécnico de Leiria. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:iconline.ipleiria.pt:10400.8/1404

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Laúdo, Cátia Filipa Caetano. “Brand value and shareholder value : evidence from european NYSE Euronext firms.” 2015. Thesis, Instituto Politécnico de Leiria. Accessed November 20, 2019. http://www.rcaap.pt/detail.jsp?id=oai:iconline.ipleiria.pt:10400.8/1404.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Laúdo, Cátia Filipa Caetano. “Brand value and shareholder value : evidence from european NYSE Euronext firms.” 2015. Web. 20 Nov 2019.

Vancouver:

Laúdo CFC. Brand value and shareholder value : evidence from european NYSE Euronext firms. [Internet] [Thesis]. Instituto Politécnico de Leiria; 2015. [cited 2019 Nov 20]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:iconline.ipleiria.pt:10400.8/1404.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Laúdo CFC. Brand value and shareholder value : evidence from european NYSE Euronext firms. [Thesis]. Instituto Politécnico de Leiria; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:iconline.ipleiria.pt:10400.8/1404

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

13. Vonèche, Isabelle. La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?.

Degree: 2017, Université Catholique de Louvain

Les hedge funds existent depuis presque 70 ans maintenant, mais ils sont pourtant restés dans l’ombre et dans l’incompréhension du grand public durant un long… (more)

Subjects/Keywords: hedge funds; performance; surperformance; Fama et French; crise financière

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APA (6th Edition):

Vonèche, I. (2017). La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:10510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vonèche, Isabelle. “La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?.” 2017. Thesis, Université Catholique de Louvain. Accessed November 20, 2019. http://hdl.handle.net/2078.1/thesis:10510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vonèche, Isabelle. “La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?.” 2017. Web. 20 Nov 2019.

Vancouver:

Vonèche I. La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/2078.1/thesis:10510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vonèche I. La gestion alternative de portefeuille dite "hedge funds" permet-elle de surperformer le marché à long terme?. [Thesis]. Université Catholique de Louvain; 2017. Available from: http://hdl.handle.net/2078.1/thesis:10510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Open Universiteit Nederland

14. Nuissenburg, D. "De invloed van het short sale transactie verbod en de marktreactie." .

Degree: 2016, Open Universiteit Nederland

 In my research, I test the overall hypothesis regarding the overvaluation of shares during the short sale transaction ban. The hypothesis is derived from the… (more)

Subjects/Keywords: Short sale; Fama French model; CAPM-Model; Market model; overvaluation

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APA (6th Edition):

Nuissenburg, D. (2016). "De invloed van het short sale transactie verbod en de marktreactie." . (Masters Thesis). Open Universiteit Nederland. Retrieved from http://hdl.handle.net/1820/7897

Chicago Manual of Style (16th Edition):

Nuissenburg, D. “"De invloed van het short sale transactie verbod en de marktreactie." .” 2016. Masters Thesis, Open Universiteit Nederland. Accessed November 20, 2019. http://hdl.handle.net/1820/7897.

MLA Handbook (7th Edition):

Nuissenburg, D. “"De invloed van het short sale transactie verbod en de marktreactie." .” 2016. Web. 20 Nov 2019.

Vancouver:

Nuissenburg D. "De invloed van het short sale transactie verbod en de marktreactie." . [Internet] [Masters thesis]. Open Universiteit Nederland; 2016. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/1820/7897.

Council of Science Editors:

Nuissenburg D. "De invloed van het short sale transactie verbod en de marktreactie." . [Masters Thesis]. Open Universiteit Nederland; 2016. Available from: http://hdl.handle.net/1820/7897


Uppsala University

15. Mård, Emma. Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning .

Degree: Business Studies, 2011, Uppsala University

  Syftet med uppsatsen är att undersöka om fusioner och förvärv genomförda av svenska börsnoterade företag mellan år 1990 och år 2005 har skapat något… (more)

Subjects/Keywords: Aktieägare; Fama och French trefaktormodell; Fusioner och Förvärv; Förväntad

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mård, E. (2011). Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning . (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mård, Emma. “Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning .” 2011. Thesis, Uppsala University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mård, Emma. “Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning .” 2011. Web. 20 Nov 2019.

Vancouver:

Mård E. Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning . [Internet] [Thesis]. Uppsala University; 2011. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mård E. Fusioner och förvärv – bra eller dåligt ur aktieägarens perspektiv?  : En jämförelse av det köpande företagets faktiska och förväntade avkastning . [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

16. Dahg, Ida. Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag.

Degree: Business Studies, 2009, Uppsala University

Denna studie undersöker hur förvärvande företags långsiktiga aktieavkastning påverkas av att förvärva andra företag. Vilket betalningsmedel som används vid förvärvet och storleken på det… (more)

Subjects/Keywords: företagsförvärv; risk; avkastning; aktieavkastning; Fama-French; Business studies; Företagsekonomi

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APA (6th Edition):

Dahg, I. (2009). Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-113923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dahg, Ida. “Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag.” 2009. Thesis, Uppsala University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-113923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dahg, Ida. “Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag.” 2009. Web. 20 Nov 2019.

Vancouver:

Dahg I. Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag. [Internet] [Thesis]. Uppsala University; 2009. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-113923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dahg I. Är företagsförvärv lönsamma på lång sikt? : En studie av aktieavkastning hos förvärvande företag. [Thesis]. Uppsala University; 2009. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-113923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. CHUA YAN RU. Statistical understanding of the Farna-French factor model.

Degree: 2012, National University of Singapore

Subjects/Keywords: Fama French; PCA; CAPM

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APA (6th Edition):

RU, C. Y. (2012). Statistical understanding of the Farna-French factor model. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/35550

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

RU, CHUA YAN. “Statistical understanding of the Farna-French factor model.” 2012. Thesis, National University of Singapore. Accessed November 20, 2019. http://scholarbank.nus.edu.sg/handle/10635/35550.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

RU, CHUA YAN. “Statistical understanding of the Farna-French factor model.” 2012. Web. 20 Nov 2019.

Vancouver:

RU CY. Statistical understanding of the Farna-French factor model. [Internet] [Thesis]. National University of Singapore; 2012. [cited 2019 Nov 20]. Available from: http://scholarbank.nus.edu.sg/handle/10635/35550.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

RU CY. Statistical understanding of the Farna-French factor model. [Thesis]. National University of Singapore; 2012. Available from: http://scholarbank.nus.edu.sg/handle/10635/35550

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

18. Andersson, Simon. Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning.

Degree: Business Studies, 2019, Uppsala University

  I och med att hållbarhetsfaktorer får en allt större inverkan på investeringsbeslut är syftet med studien att undersöka huruvida en strategi baserat på ESG-poäng… (more)

Subjects/Keywords: ESG; CAPM; Fama & French trefaktormodell; avvikelseavkastning; effektiva marknadshypotesen; Business Administration; Företagsekonomi

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APA (6th Edition):

Andersson, S. (2019). Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388968

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Andersson, Simon. “Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning.” 2019. Thesis, Uppsala University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388968.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Andersson, Simon. “Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning.” 2019. Web. 20 Nov 2019.

Vancouver:

Andersson S. Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning. [Internet] [Thesis]. Uppsala University; 2019. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388968.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Andersson S. Är hållbart investerande lönsamt? : En undersökning av sambandet mellan ESG och avvikelseavkastning. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388968

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Ahad, George Abo Al. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory.

Degree: Physics and Electronics, 2017, Linköping UniversityLinköping University

  This study investigates, with a critical approach, if portfolios consisting of high beta stocks yields more than portfolios consisting of low beta stocks in… (more)

Subjects/Keywords: Fama and Macbeth; Fama and French; Low Volatility Anomaly; Stock; Market; Portfolio Theory; CAPM; Econometrics; Expected return forecasting; Economics; Nationalekonomi

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APA (6th Edition):

Ahad, G. A. A. (2017). A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-145323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ahad, George Abo Al. “A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory.” 2017. Thesis, Linköping UniversityLinköping University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-145323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ahad, George Abo Al. “A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory.” 2017. Web. 20 Nov 2019.

Vancouver:

Ahad GAA. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory. [Internet] [Thesis]. Linköping UniversityLinköping University; 2017. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-145323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ahad GAA. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory. [Thesis]. Linköping UniversityLinköping University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-145323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


AUT University

20. Hur, Thomas. Idiosyncratic volatility and expected return in the Australian market .

Degree: 2010, AUT University

 After Ang, Hodrick, Xing and Zhang (2006) found a negative relationship between idiosyncratic volatility and return, researchers have extensively debated the relationship between the two.… (more)

Subjects/Keywords: Australian stock market; Idiosyncratic volatility; Two dimensional standard error; Panel data; Fama French factor; Fama MacBeth regression

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APA (6th Edition):

Hur, T. (2010). Idiosyncratic volatility and expected return in the Australian market . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/1033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hur, Thomas. “Idiosyncratic volatility and expected return in the Australian market .” 2010. Thesis, AUT University. Accessed November 20, 2019. http://hdl.handle.net/10292/1033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hur, Thomas. “Idiosyncratic volatility and expected return in the Australian market .” 2010. Web. 20 Nov 2019.

Vancouver:

Hur T. Idiosyncratic volatility and expected return in the Australian market . [Internet] [Thesis]. AUT University; 2010. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10292/1033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hur T. Idiosyncratic volatility and expected return in the Australian market . [Thesis]. AUT University; 2010. Available from: http://hdl.handle.net/10292/1033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Improta, João Paulo de Barros. Momentum and reversal effects in Brazil.

Degree: Mestrado, Teoria Econômica, 2012, University of São Paulo

In financial markets, momentum effect can be defined as the tendency of prices to maintain their short term movements. On the other hand, reversal effect… (more)

Subjects/Keywords: Ações; Anomalias de mercado; Brasil; Brazil; Economia; Economy; Efeito contrário; Efeito momento; Fama & French; Fama & French; Finanças; Finance; Financial market anomalies; Momentum effect; Reversal effect; Stocks

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APA (6th Edition):

Improta, J. P. d. B. (2012). Momentum and reversal effects in Brazil. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/ ;

Chicago Manual of Style (16th Edition):

Improta, João Paulo de Barros. “Momentum and reversal effects in Brazil.” 2012. Masters Thesis, University of São Paulo. Accessed November 20, 2019. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/ ;.

MLA Handbook (7th Edition):

Improta, João Paulo de Barros. “Momentum and reversal effects in Brazil.” 2012. Web. 20 Nov 2019.

Vancouver:

Improta JPdB. Momentum and reversal effects in Brazil. [Internet] [Masters thesis]. University of São Paulo; 2012. [cited 2019 Nov 20]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/ ;.

Council of Science Editors:

Improta JPdB. Momentum and reversal effects in Brazil. [Masters Thesis]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/ ;


Pontifical Catholic University of Rio de Janeiro

22. SIMONE MESQUITA MENDES. [en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho objetivou realizar um estudo de caso para analisar a performance da ação da Lojas Americanas (LAME 4), negociada na BMeFBOVESPA, utilizando quatro… (more)

Subjects/Keywords: [pt] MODELOS DE PREVISAO; [en] FORECASTING METHODS; [pt] CAPM; [en] CAPM; [pt] APT; [en] APT; [pt] FAMA E FRENCH; [en] FAMA AND FRENCH

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APA (6th Edition):

MENDES, S. M. (2018). [en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MENDES, SIMONE MESQUITA. “[en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed November 20, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MENDES, SIMONE MESQUITA. “[en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE.” 2018. Web. 20 Nov 2019.

Vancouver:

MENDES SM. [en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Nov 20]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MENDES SM. [en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

23. VINICIUS FADINI B DE M FERREIRA. [en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação busca replicar, para o mercado brasileiro, a abordagem e as metodologias utilizadas por Asness, Frazzini e Perdersen (2015) na tentativa de verificar… (more)

Subjects/Keywords: [pt] RETORNO; [en] RETURN; [pt] VALOR DE MERCADO; [en] MARKET VALUE; [pt] PREMIO POR TAMANHO; [en] SIZE-PREMIUM; [pt] FAMA-FRENCH; [en] FAMA-FRENCH

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APA (6th Edition):

FERREIRA, V. F. B. D. M. (2018). [en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33190

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FERREIRA, VINICIUS FADINI B DE M. “[en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed November 20, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33190.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FERREIRA, VINICIUS FADINI B DE M. “[en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS.” 2018. Web. 20 Nov 2019.

Vancouver:

FERREIRA VFBDM. [en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Nov 20]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33190.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FERREIRA VFBDM. [en] THE SIZE EFFECT ON FIRMS RETURNS IN THE BRAZILIAN MARKET AND HOW THE CONTROL FOR OTHER FACTORS MAY INFLUENCE RESULTS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33190

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

24. Michaelides, Michael. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.

Degree: PhD, Economics, Science, 2017, Virginia Tech

 The primary objective of this dissertation is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the… (more)

Subjects/Keywords: CAPM; Fama-French three-factor model; Fama-French five-factor model; factor selection; t-heterogeneity; Gram-Schmidt; orthonormal polynomials; statistical adequacy; misspecification testing; Student's t; volatility modeling

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APA (6th Edition):

Michaelides, M. (2017). Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/77515

Chicago Manual of Style (16th Edition):

Michaelides, Michael. “Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.” 2017. Doctoral Dissertation, Virginia Tech. Accessed November 20, 2019. http://hdl.handle.net/10919/77515.

MLA Handbook (7th Edition):

Michaelides, Michael. “Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.” 2017. Web. 20 Nov 2019.

Vancouver:

Michaelides M. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. [Internet] [Doctoral dissertation]. Virginia Tech; 2017. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10919/77515.

Council of Science Editors:

Michaelides M. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. [Doctoral Dissertation]. Virginia Tech; 2017. Available from: http://hdl.handle.net/10919/77515

25. Hammarfrid, Peter. Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014.

Degree: Faculty of Arts and Sciences, 2015, Linköping UniversityLinköping University

Bakgrund:CAPM räcker i flera tillfällen inte till för att estimera framtida avkastning. Vissa av prisavvikelsernafrån CAPM är väldokumenterade och har bestått över tid, vilket… (more)

Subjects/Keywords: Asset pricing model; Fama and French; Five Factor Model; Q-factor model; Anomalies; Multifaktormodell; Fama och French; Fem-faktormodellen; Q-faktormodellen; Anomali

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APA (6th Edition):

Hammarfrid, P. (2015). Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-121523

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hammarfrid, Peter. “Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014.” 2015. Thesis, Linköping UniversityLinköping University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-121523.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hammarfrid, Peter. “Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014.” 2015. Web. 20 Nov 2019.

Vancouver:

Hammarfrid P. Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014. [Internet] [Thesis]. Linköping UniversityLinköping University; 2015. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-121523.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hammarfrid P. Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014. [Thesis]. Linköping UniversityLinköping University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-121523

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

26. Dänhardt, Alexander. Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde.

Degree: Business Studies, 2019, Uppsala University

Denna studie undersöker huruvida nyemissioners bakomliggande motiv påverkar hur det emitterande företaget värderas efter tillkännagivandet. Fenomenet undersöks på den svenska marknaden, då majoriteten av… (more)

Subjects/Keywords: Seasoned equity offerings; motives; abnormal return; Fama-French three factor model; Finansiering; Nyemissioner; Motiv; Avvikande avkastning; Fama-French Trefaktormodell; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dänhardt, A. (2019). Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384231

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dänhardt, Alexander. “Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde.” 2019. Thesis, Uppsala University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384231.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dänhardt, Alexander. “Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde.” 2019. Web. 20 Nov 2019.

Vancouver:

Dänhardt A. Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde. [Internet] [Thesis]. Uppsala University; 2019. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384231.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dänhardt A. Nyemissioner i Sverige : Hur valet av motiv och emissionstyp påverkar aktieprestation och bolagsvärde. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384231

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Vilnius University

27. Launagaite, Aiste. Vertybinių popierių rizikos ir pelningumo modelių įvertinimas.

Degree: Master, 2014, Vilnius University

Baigiamasis darbas skirtas geriau suprasti rizikos ir pelningumo modelius. Tyrimo objektas – rizikos ir pelningumo ryšys skirtingose moderniose portfelio teorijose. Norint įvertinti darbe nagrinėjamus rizikos… (more)

Subjects/Keywords: Rizika; Pelningumas; Kapitalo įkainojimo modelis; Arbitražo įkainojimo modelis; Fama-French trijų faktorių modelis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Launagaite, Aiste. (2014). Vertybinių popierių rizikos ir pelningumo modelių įvertinimas. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140626_161610-48318 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Launagaite, Aiste. “Vertybinių popierių rizikos ir pelningumo modelių įvertinimas.” 2014. Masters Thesis, Vilnius University. Accessed November 20, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140626_161610-48318 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Launagaite, Aiste. “Vertybinių popierių rizikos ir pelningumo modelių įvertinimas.” 2014. Web. 20 Nov 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Launagaite, Aiste. Vertybinių popierių rizikos ir pelningumo modelių įvertinimas. [Internet] [Masters thesis]. Vilnius University; 2014. [cited 2019 Nov 20]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140626_161610-48318 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Launagaite, Aiste. Vertybinių popierių rizikos ir pelningumo modelių įvertinimas. [Masters Thesis]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140626_161610-48318 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


NSYSU

28. Wang, Peng-hsun. Does Residual Reversal Prevail in Taiwan?.

Degree: Master, Finance, 2013, NSYSU

 Residual returns, which are based on the Fama and French (1993) three factor model, are the components of stock returns which are unexplained by âfundamentalsâ,… (more)

Subjects/Keywords: Residual return; Reversal strategy; Residual reversal; Fama-French model; Weight adjustment portfolio

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, P. (2013). Does Residual Reversal Prevail in Taiwan?. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-001756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Peng-hsun. “Does Residual Reversal Prevail in Taiwan?.” 2013. Thesis, NSYSU. Accessed November 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-001756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Peng-hsun. “Does Residual Reversal Prevail in Taiwan?.” 2013. Web. 20 Nov 2019.

Vancouver:

Wang P. Does Residual Reversal Prevail in Taiwan?. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Nov 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-001756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang P. Does Residual Reversal Prevail in Taiwan?. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-001756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

29. VALERY TUWENDGOAMA KABORE, GUILLAUME. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.

Degree: Master, Master of Business Administration Program in International Business, 2015, NSYSU

 The main objective of this study is to estimate the stocks returns of the South Africanâs FTSE/JSE top 40 index, using the Fama French Three… (more)

Subjects/Keywords: Fama French-Three Factor; Country Risk Premium; Equity risk premium; Bond Spread; Country Default Spread

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

VALERY TUWENDGOAMA KABORE, G. (2015). Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VALERY TUWENDGOAMA KABORE, GUILLAUME. “Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.” 2015. Thesis, NSYSU. Accessed November 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VALERY TUWENDGOAMA KABORE, GUILLAUME. “Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.” 2015. Web. 20 Nov 2019.

Vancouver:

VALERY TUWENDGOAMA KABORE G. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Nov 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VALERY TUWENDGOAMA KABORE G. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Jiao, Wenting. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.

Degree: Docteur es, Sciences de gestion, 2017, Rennes 1

 Notre thèse explore les facteurs de risque et les modèles des facteurs sur le marché boursier chinois A-share. Notre étude est basée sur le contexte… (more)

Subjects/Keywords: Modèle Fama-French à Trois Facteurs; Modèle Fama-French à Cinq Facteurs; Marché boursier chinois A-Share; Innovations de variables d'état; Facteur de risque de détresse; Fama-French Three-Factor Model; Fama-French Five-Factor Model; Chinese A-Share stock market; Innovations in state variables; Distress risk factor

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jiao, W. (2017). Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2017REN1G013

Chicago Manual of Style (16th Edition):

Jiao, Wenting. “Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.” 2017. Doctoral Dissertation, Rennes 1. Accessed November 20, 2019. http://www.theses.fr/2017REN1G013.

MLA Handbook (7th Edition):

Jiao, Wenting. “Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.” 2017. Web. 20 Nov 2019.

Vancouver:

Jiao W. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. [Internet] [Doctoral dissertation]. Rennes 1; 2017. [cited 2019 Nov 20]. Available from: http://www.theses.fr/2017REN1G013.

Council of Science Editors:

Jiao W. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. [Doctoral Dissertation]. Rennes 1; 2017. Available from: http://www.theses.fr/2017REN1G013

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