Open AccessFama and French (1993) Three-Factor Model: Evidence from Conventional and Shariah-Compliant Portfolios in Bursa Malaysia
Author(s) -
Hani Nuri Rohuma
Publication year - 2022
Publication title -
international journal of business and management
Language(s) - English
Resource type - Journals
eISSN - 1833-8119
pISSN - 1833-3850
DOI - 10.5539/ijbm.v17n7p66
Subject(s) - heteroscedasticity , econometrics , risk premium , autocorrelation , regression analysis , autoregressive conditional heteroskedasticity , value (mathematics) , economics , statistics , regression , seemingly unrelated regressions , actuarial science , mathematics , volatility (finance)
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