Prashant SHARMA, Prashant GUPTA, Anurag SİNGH

Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India

Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India

International Journal of Economics and Financial Issues

2016-Cilt: 6 Sayı: 4

1815-1826

asset pricing, Fama-French factor model, quantile regression, Cahart’s momentum

8691

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