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pro vyhledávání: '"Safae Benfeddoul"'
Autor:
Safae Benfeddoul, Asmâa Alaoui Taïb
Publikováno v:
Modern Finance, Vol 2, Iss 2 (2024)
Fundamental anomalies are explored, for the first time, in the Moroccan stock market. The sample includes non-financial companies from July 2001 to June 2020. We carry out, initially, sorts of returns on anomaly indicators, then, we follow through a
Externí odkaz:
https://doaj.org/article/7f7f3ae68e6e4b29a30f7fae39141dbd
Autor:
Safae Benfeddoul, Asmâa Alaoui Taib
Publikováno v:
International Journal of Economics and Financial Issues, Vol 14, Iss 6 (2024)
Drawing on the Fama and French models, we examine the role of market factor (beta), fundamental characteristics (size, book-to-market, profitability and investment) and the momentum in explaining cross-sectional stock returns in the Moroccan market.
Externí odkaz:
https://doaj.org/article/8dc20b26044244d6ac74a4ceea1de2a2
Autor:
Asmâa ALAOUI TAIB, Safae BENFEDDOUL
Publikováno v:
Academic Finance, Vol 14, Iss 2 (2023)
Abstract: Objective: In this paper, we test and compare the explanatory power of the two asset pricing models: the conventional CAPM and the empirical Fama and French three-factor model (1993) in the Moroccan stock market. Method: According to the
Externí odkaz:
https://doaj.org/article/70f0360393bd4436a2ed64c867bc3993
Autor:
Asmâa Alaoui Taib, Safae Benfeddoul
Publikováno v:
International Journal of Financial Studies, Vol 11, Iss 1, p 47 (2023)
This study empirically tests and compares the performances of three famous financial asset valuation models in the Moroccan stock exchange: CAPM, the Fama and French three-factor model, and the Fama and French five-factor model. Our sample considers
Externí odkaz:
https://doaj.org/article/dde6ba4d4cf74d4b9e191bafb0f678f8