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A survey on long term IPO return: Developing Fama and French model

amin rezaeemoghadam; mohammad rostami

Volume 17, Issue 3 , September 2013, , Pages 113-127

Abstract
  In asset pricing and portfolio management the Fama-French three factor model is a model designed by Eugene Fama and Kenneth French to describe stock returns. The traditional asset pricing model, known formally as the Capital Asset Pricing Model, CAPM, uses only one variable, beta, to describe the returns ...  Read More