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

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dc.contributor.authorPrasanna Madhuranthagan
dc.contributor.authorAruna Shantha, K.V.
dc.date.accessioned2021-07-07T05:03:20Z
dc.date.accessioned2022-07-07T05:49:42Z
dc.date.available2021-07-07T05:03:20Z
dc.date.available2022-07-07T05:49:42Z
dc.date.issued2021
dc.identifier.issn2783-8773
dc.identifier.urihttp://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3362
dc.language.isoenen_US
dc.publisherUniversity of Jaffnaen_US
dc.subjectDiversified Financial Companiesen_US
dc.subjectFama and French Three Factor Modelen_US
dc.subjectColombo Stock Exchangeen_US
dc.subjectMarket Risk Premiumen_US
dc.subjectSize Premiumen_US
dc.subjectValue Premiumen_US
dc.titleValidity of fama-french three factor model for diversified financial companies listed on the colombo stock exchangeen_US
dc.typeArticleen_US

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