Testing the applicability of Fama-French five-factor model: An Empirical Research on the Vietnamse Stock Market from 2014 to 2020
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School of Business |
Bachelor's thesis
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Date
2021
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Mcode
Degree programme
(Mikkeli) Bachelor’s Program in International Business
Language
en
Pages
60+6
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A.Can, InciKeywords
Asset Pricing, CAPM, Fama-French three-factor, Fama-French five-factor, Efficient Market Hypothesis, Abnormal Returns