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What are the limitation of the International Fama-French Three Factor Model in emerging markets? E.g. why is it unable to explain the average returns?
What are the limitation of the International Fama-French Three Factor Model in emerging markets? E.g. why is it unable to explain the average returns?
Also, suggest some readings for empirical evidence?
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The Global FamaFrench Three Variable Model an augmentation of the first FamaFrench Three Component Model endeavors to make sense of stock returns by thinking about three factors market risk caught by ...
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Financial Accounting Theory
Authors: William R. Scott
7th edition
132984660, 978-0132984669
