A comprehensive test of the Fama-French five-factor model in emerging markets

James Foye*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    55 Citations (SciVal)
    Original languageEnglish
    Pages (from-to)199-222
    Number of pages24
    JournalEmerging Markets Review
    Volume37
    DOIs
    Publication statusPublished (VoR) - Dec 2018

    Keywords

    • Emerging equity returns
    • Fama-French five-factor model
    • Fama-French three-factor model

    Fingerprint

    Dive into the research topics of 'A comprehensive test of the Fama-French five-factor model in emerging markets'. Together they form a unique fingerprint.

    Cite this