|
[1]
|
Pricing Ability of Carhart Four-Factor and Fama–French Three-Factor Models: Empirical Evidence from Morocco
International Journal of Financial Studies,
2023
DOI:10.3390/ijfs11010020
|
|
|
|
|
[2]
|
A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan
Risks,
2023
DOI:10.3390/risks11040065
|
|
|
|
|
[3]
|
Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility
Computational Economics,
2023
DOI:10.1007/s10614-023-10423-1
|
|
|
|
|
[4]
|
Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence
Asia-Pacific Financial Markets,
2023
DOI:10.1007/s10690-023-09429-4
|
|
|
|
|
[5]
|
Human capital-based four-factor asset pricing model: An empirical study from Pakistan
Heliyon,
2023
DOI:10.1016/j.heliyon.2023.e16328
|
|
|
|
|
[6]
|
Optimal Portfolio with Pension under Three Models: Mean-Variance, CAPM and FF3F
BCP Business & Management,
2022
DOI:10.54691/bcpbm.v35i.3376
|
|
|
|
|
[7]
|
Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective
Journal of Capital Markets Studies,
2022
DOI:10.1108/JCMS-05-2022-0015
|
|
|
|
|
[8]
|
Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective
Journal of Capital Markets Studies,
2022
DOI:10.1108/JCMS-05-2022-0015
|
|
|
|
|
[9]
|
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
Journal of Economics, Finance and Administrative Science,
2021
DOI:10.1108/JEFAS-03-2021-0010
|
|
|
|