The aim of this study is to test the validity of the Fama-French five factor model (FF5F) in
Borsa Istanbul (BIST) during the 132-month period between July 2005 and June 2016 …

This paper reviews literature on asset pricing and investor sentiment. It provides a fair
accumulation of evidence with an objective of showing how productive has been the effort of …

We examine the performance of the Fama-French three-factor (FF3) and five-factor (FF5)
models in Indonesia and Singapore markets. We also investigate whether the book-to …

Purpose-The objective of this paper is to test the validity of Fama and French (2015) five
factor model in Istanbul Stock Exchange (ISE) and to determine whether the value factor is …

This paper tests the validity of the q-factor model on stocks listed on the Karachi Stock
Exchange in Pakistan. The q-factor model is an investment-based factor model that explains …

Purpose: Several stock valuation models have been developed to explain the relationship
between the expected returns on stock and its risk factors; among them is Markowitz's …

Purpose Although the value effect is comprehensively investigated in developed markets,
the number of studies examining the Vietnamese stock market is limited. Hence, the first aim …

Emerging stock markets are characterized by strong investor sentiment and rapid
fluctuations in returns. However, the role of investor sentiment on asset pricing has not been …

Stock returns form an essential element in capital allocation and investment decisions
across the economy by providing an approximation of the cost of capital for a project …

Bu çalışmanın amacı, Temmuz 2005–Haziran 2016 tarihleri arası 132 aylık dönemde Borsa
İstanbul'da Fama-French Beş Faktör Modeli'nin geçerliliğini test etmektir. Çalışmada …