Functioning of Fama-French Three-Factor Model in Emerging Stock Markets: An Empirical Study on Chittagong Stock Exchange, Bangladesh

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Functioning of Fama-French Three-Factor Model in Emerging Stock Markets: An Empirical Study on Chittagong Stock Exchange, Bangladesh"
written by Emon Kalyan Chowdhury,
published by Journal of Financial Risk Management, Vol.6 No.4, 2017

has been cited by the following article(s):

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[1]	Pricing Ability of Carhart Four-Factor and Fama–French Three-Factor Models: Empirical Evidence from Morocco International Journal of Financial Studies, 2023 DOI:10.3390/ijfs11010020

[2]	Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective Journal of Capital Markets Studies, 2022 DOI:10.1108/JCMS-05-2022-0015

[3]	Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective Journal of Capital Markets Studies, 2022 DOI:10.1108/JCMS-05-2022-0015

[4]	The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios Journal of Economics, Finance and Administrative Science, 2021 DOI:10.1108/JEFAS-03-2021-0010