نتایج جستجو برای: fama french three factor model

تعداد نتایج: 3832379  

2016
SONIA SHAGUFTA

Due to the absence of a reliable and valid measure of criminal social identity to be used with juvenile offenders in Pakistan, the focus of the first empirical chapter was to translate the self-report Measure of Criminal Social Identity (MCSI) into Urdu with the aim of testing the construct validity, dimensionality, incremental validity, and composite reliability of the measure in a sample of j...

2011
C. Allison S. Baron-Cohen

This study assessed the dimensionality of the Empathy Quotient (EQ) using two statistical approaches: Rasch and Confirmatory Factor Analysis (CFA). Participants included N = 658 with an autism spectrum condition diagnosis (ASC), N = 1375 family members of this group, and N = 3344 typical controls. Data were applied to the Rasch model (Rating Scale) using WINSTEPS. The Rasch model explained 83% ...

Journal: :BCP business & management 2022

The advancement of capital market to a more mature stage is shown in the construction securities issurance registration system. ChiNext announced system reform June 2020, which has helped make significant strides and attracted investors' attention. DID Model will be used this study assess effects on volatility over past four years for Shenzhen Component Index Index. At same time, linear regress...

2011

The duo of Fama and French is most famous for their 1992 and 1993 papers documenting strong historical value and size effects. (Fama is also famous – or infamous, depending on your perspective – for his association with the efficient market hypothesis.) The core observation of Fama and French’s seminal papers was that the returns on small-company and value stocks – those with high book-to-marke...

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