Open AccessTests on the explanatory and predictor power improvement on Fama and French Three Factor Model by the addition of VIX index
Author(s) -
Haoyang Chen
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v23i.1383
Subject(s) - capital asset pricing model , explanatory power , stock (firearms) , economics , econometrics , index (typography) , financial economics , predictive power , attribution , psychology , computer science , social psychology , mechanical engineering , philosophy , epistemology , world wide web , engineering
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