Li, Jiayi (2015) Analysis of Chinese Market Based on Fama and French Five-Factor Model. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
Studies based on the asset pricing model are popular in the academic financial field; many researchers produce mixed results by constructing and improving factor models. However, Fama and French five-factor model (2015) is seldom used in the Chinese stock market. This paper constructs the Fama and F
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
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| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:48 |
| URI: | http://eprints.eai.eu/id/eprint/41972 |
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