Guo, Yilin and Li, Shengying and Xi, Haobo (2023) The Impact Analysis of COVID-19 on Transportation Industry in Terms of Fama-French Five-Factor Model. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
Whether the average return of stocks can be predicted has always been the focus of academic attention. Under the framework of market efficiency hypothesis, the pricing model is constantly improved and refined. Among various pricing approaches, Fama-French Five-Factor Model (FF5) exhibits well perfor
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:24 |
| URI: | http://eprints.eai.eu/id/eprint/42613 |
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