Full Text Available

Note: Clicking the button above will open the full text document at the original institutional repository in a new window.

An analysis of the Fama and French Five-Factor models significance pre- and post-COVID-19 on 30 U.S. industry portfolios

This study examines the Fama and French Five-Factor (FF5) model's significance, explanatory ability and model fit across 30 United States (U.S.) industry portfolios in the pre- and post-COVID-19 periods. The research investigates whether the pandemic an exogenous global financial shock altered the m...

Full description

Saved in:
Bibliographic Details
Main Author: Chaibva, Tendayi
Other Authors: Chun-Sung, Huang
Format: Thesis
Language:English
English
Published: Department of Finance and Tax 2026
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!