has been cited by the following article(s):
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[1]
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Heterogeneous tail generalized common factor modeling
Digital Finance,
2023
DOI:10.1007/s42521-023-00083-z
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[2]
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Shrinking in COMFORT
SSRN Electronic Journal ,
2022
DOI:10.2139/ssrn.4069441
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[3]
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Nexus Between Equity Pricing Models and Equity Price Fragility: Empirical Insights From Pakistan
Frontiers in Energy Research,
2022
DOI:10.3389/fenrg.2022.840182
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[4]
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Fama French 5 Factor Model Versus Alternative Fama French 5 Factor Model: Evidence from Selected Islamic Countries
Bilimname,
2021
DOI:10.28949/bilimname.952079
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[5]
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FAMA FRENCH 5 FACTOR MODEL VERSUS ALTERNATIVE FAMA FRENCH 5 FACTOR MODEL: EVIDENCE FROM SELECTED ISLAMIC COUNTRIES
Bilimname,
2021
DOI:10.28949/bilimname.952079
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[6]
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Panic of COVID-19 on the volatility of U.S. portfolios: Applied big data from Google trend
2020 1st International Conference on Big Data Analytics and Practices (IBDAP),
2020
DOI:10.1109/IBDAP50342.2020.9245613
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[7]
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Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model
Applied Mathematics,
2017
DOI:10.4236/am.2017.811122
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