On the robustness of the Fama-French three-factor and the Carhart four-factor models on the Amman Stock Exchange
Author(s) -
Mohammad Q.M. Momani
Publication year - 2020
Publication title -
afro-asian j of finance and accounting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.308
H-Index - 10
eISSN - 1751-6455
pISSN - 1751-6447
DOI - 10.1504/aajfa.2021.111808
Subject(s) - stock exchange , stock (firearms) , robustness (evolution) , econometrics , economics , financial economics , engineering , finance , chemistry , biochemistry , gene , mechanical engineering
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