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
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