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Systematic Risk Determinants of Stock Returns after Financial Crisis: Fama-French three-factor Model vs CAPM

Lookup NU author(s): Dr Vu Trinh

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Abstract

The book covers fundamental knowledge of Fama and French Three-factor Model in a comparison with Capital Assets Pricing Model (CAPM). It also provides an empirical evidence of the application of those models in London Stock Exchange, United Kingdom. It is presented in a very simple and very easy way to follow. We believe that contents of the book are very helpful for students, researchers and investors in seeking the relevant understanding. We had a very difficult experience in finding out those knowledge; therefore, we really hope that our book can become a close friend of those who are interested in investments and stock markets.


Publication metadata

Author(s): Trinh VQ, Karki D, Ghimire B

Publication type: Authored Book

Publication status: Published

Edition: 01

Year: 2018

Number of Pages: 60

Online publication date: 20/03/2018

Acceptance date: 01/03/2018

Publisher: SIA OmniScriptum Publishing

Library holdings: Search Newcastle University Library for this item

ISBN: 9786202309363


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