A Study of Fama and French Three Factors Model and Capital
Asset Pricing Model in the Stock Exchange of Thailand
Nopbhanon Homsud
The Faculty of Management Science, Silpakorn University
Petchburi, Thailand
Jatuphon Wasunsakul
HDB Planning and Control Section, NHK Spring
Chachoengsao, Thailand
Sirina Phuangnark
Planning and Logistic Division, Procter and Gambles
Chachoengsao, Thailand
Jitwatthana Joongpong
The Faculty of Management Science, Silpakorn University
Petchburi, Thailand
International Research Journal of Finance and Economics
ISSN 1450-2887 Issue 25 (2009)
© EuroJournals Publishing, Inc. 2009
http://www.eurojournals.com/finance.htm
The objective of this research was to measure the efficiency of Fama and French
Three Factors Model in The Stock Exchange of Thailand over the period July 2002 to May 2007.
http://www.eurojournals.com/irjfe_25_03.pdf
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