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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English English |
| Published: |
Department of Finance and Tax
2026
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!