Fama–French Three-Factor Versus Daniel-Titman Characteristics Model: A Comparative Study of Asset Pricing Models from India
Author(s) -
Samreen Akhtar,
Valeed Ahmad Ansari,
Saghir Ahmad Ansari,
Alam Ahmad
Publication year - 2022
Publication title -
complexity
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.447
H-Index - 61
eISSN - 1099-0526
pISSN - 1076-2787
DOI - 10.1155/2022/6768434
Subject(s) - economics , capital asset pricing model , econometrics , stock (firearms) , regression analysis , mathematics , financial economics , statistics , geography , archaeology
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