Validity of fama-french three factor model for diversified financial companies listed on the colombo stock exchange

Thumbnail Image

Files

VALIDITY OF FAMA-FRENCH THREE FACTOR MODEL FOR DIVERSIFIED FINANCIAL COMPANIES LISTED ON THE COLOMBO STOCK EXCHANGE.pdf (35.52 KB)

Date

2021

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

University of Jaffna

Abstract

Description

Keywords

Diversified Financial Companies, Fama and French Three Factor Model, Colombo Stock Exchange, Market Risk Premium, Size Premium, Value Premium

Citation

URI

http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3362

Collections

ICCM 2021

Endorsement

Review

Supplemented By

Referenced By