Systematic Risk Determinants of Stock Returns after Financial Crisis: Fama-French three-factor Model vs CAPM

Vu Quang Trinh, Dipesh Karki, Binam Ghimire

Research output: Book/ReportBook

Abstract

"Just do what you want before it's too late". The book covers fundamental knowledge of Fama and French Three-factor Model in a comparison with Capital Assets Pricing Model (CAPM). It also provides an empirical evidence of the application of those models in London Stock Exchange, United Kingdom. It is presented in a very simple and very easy way to follow. We believe that contents of the book are very helpful for students, researchers and investors in seeking the relevant understanding. We had a very difficult experience in finding out those knowledge; therefore, we really hope that our book can become a close friend of those who are interested in investments and stock markets.
Original languageEnglish
PublisherScholars' Press
Number of pages60
ISBN (Print)9786202309363, 6202309369
Publication statusPublished - 20 Mar 2018
Externally publishedYes

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