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泰国证券交易所的价值溢价是否受风险驱动——Fama/French三因素模型与Fama/French五因素模型的比较

Q3 Economics, Econometrics and Finance
International Journal of Monetary Economics and Finance Pub Date : 2021-07-28 DOI:10.1504/ijmef.2021.116985
Nongnit Chancharat, Parichat Sinlapates
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引用次数: 0

摘要

价值与成长交易策略表明，投资者做多价值股，做空成长股。SET在2005年9月至7月20日期间确认存在价值溢价。。。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Is value premium driven by risk in the stock exchange of Thailand A comparison of the Fama/French three-factor model and Fama/French five-factor model
The value vs. growth trading strategies suggest investor going long in value stocks and short in growth stocks. The existence of value premium in SET is confirmed between September 2005 and July 20...
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来源期刊
International Journal of Monetary Economics and Finance
International Journal of Monetary Economics and Finance Economics, Econometrics and Finance-Finance
CiteScore
1.20
自引率
0.00%
发文量
25
期刊介绍： International money, banking and finance have become central to understanding how modern open economies and national economic policies work and interact. IJMEF is an international, peer-reviewed journal at the forefront of economic research, fostering discussion on advances in research which have a significant, long-term impact. With articles from both economists and finance experts, IJMEF represents a focal point for understanding issues involved in economic growth, providing a truly global perspective on monetary and financial questions at national and international levels. Topics covered include: -International financial institutions- Monetary theory- Exchange rates and interest rates- Bank services and development- Central banking- International banking- Credit and financial markets- Open economy macroeconomics- Macroeconometrics- International finance- Financial markets and institutions- Corporate governance- Financial liberalisation- Financial performance- Credit channels.
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