Li, Zhenxu and Ma, Yue and Wang, Zhen (2023) Comparison of CAPM and Fama-French Three Factor Model in the Auto-mobile Industry. 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
CAPM and the Fama French 3 Factor model (FFM3) are often used to calculate the rate of return. This paper attempts to verify that the Fama French 3 Factor model has better accuracy than the CAPM model in explaining the impact of the pandemic on American automobile companies. Specifically, the data f
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:11 |
| Last Modified: | 17 Apr 2026 03:23 |
| URI: | http://eprints.eai.eu/id/eprint/42647 |
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