[PDF][PDF] Applicability of Fama and French (2015) Five Factor Model in Sri Lanka
ARF Thafani, TC Ediriwickrama - United International Journal for …, 2022 - researchgate.net
Fama and French (2015) introduced a five-factor model to better explain the stock return
variations. The model has been tested in many stock markets and contradicting findings …
variations. The model has been tested in many stock markets and contradicting findings …
[PDF][PDF] Testing the Validity of Conditional Four Moment Capital Asset Pricing Model: Empirical Evidence from the Colombo Stock Exchange
JM Nishantha - Staff Studies, 2018 - pdfs.semanticscholar.org
Abstract The Capital Asset Pricing Model (CAPM) is one of the most used model in finance
during the last five decades. This is despite heavy criticism against it along with an ongoing …
during the last five decades. This is despite heavy criticism against it along with an ongoing …
Validity of fama-french three factor model for diversified financial companies listed on the colombo stock exchange
P Madhuranthagan, KVA Shantha - International Journal of …, 2021 - ijabf.sljol.info
This study aims to test the validity of the Fama and French Three-Factor Model (FF3FM) in
explaining the cross-sectional variation in stock returns of the diversified financial …
explaining the cross-sectional variation in stock returns of the diversified financial …
[PDF][PDF] Capital Asset Pricing Model and Stock Return Variation: Evidence from Colombo Stock Exchange
AR Thafani - researchgate.net
Stock return variation is one of the prominent concerns in the financial literature and many
researchers continue to unfold the underlying dynamics of the returns. The current study …
researchers continue to unfold the underlying dynamics of the returns. The current study …
The conditional relationship between beta and stock returns: An empirical study in the Colombo Stock Market
MIM Riyath, A Jahfer - 2018 - repo.lib.jfn.ac.lk
The objective of this research is to find out the conditional relationship between beta and
stock returns for the period 1999 to 2013 in the Sri Lankan market. This study tests whether …
stock returns for the period 1999 to 2013 in the Sri Lankan market. This study tests whether …
[PDF][PDF] Does idiosyncratic volatility matter in frontier markets?
H Perera, TC Ediriwickrama - researchgate.net
The conventional belief of asset pricing theories is that idiosyncratic volatility can be fully
diversified, so that it is not required to take into account. However, in the case of holding …
diversified, so that it is not required to take into account. However, in the case of holding …