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Constructing Fama–French Factors from Style Indices: Evidence from the Islamic Equity Market
- Source :
- Emerging Markets Finance and Trade. 53:1563-1572
- Publication Year :
- 2017
- Publisher :
- Informa UK Limited, 2017.
-
Abstract
- This study has contributed to the analysis of the Fama–French three-factor model by proving the validity of model using the newly constructed Fama–French factors from Malaysian Islamic stock market...
Details
- ISSN :
- 15580938 and 1540496X
- Volume :
- 53
- Database :
- OpenAIRE
- Journal :
- Emerging Markets Finance and Trade
- Accession number :
- edsair.doi...........7ce938e638eb1dfe9d308c1bb90e4488
- Full Text :
- https://doi.org/10.1080/1540496x.2016.1278529