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Autor:
Odongo Kodongo, Selebogo Mosoeu
Publikováno v:
The Quarterly Review of Economics and Finance. 85:55-76
We test the Fama-French five-factor asset-pricing model on average stock returns for selected emerging and developed equity markets. We deploy the generalized method of moments (GMM) regression on 313 weekly data observations for the period, January
Autor:
Odongo Kodongo, Selebogo Mosoeu
Publikováno v:
SSRN Electronic Journal.
This paper tests the Fama-French five-factor asset-pricing model on average stock returns for emerging and selected developed equity markets. We deploy the GMM regression on 313 weekly data observations for the period January 2010 through December 20