Conference ProceedingsOPEN ACCESS

The performances of Financial Models During COVID-19: Evidence from CAPM and Fama-French Five Factors Model

  • Liu Y
  • Xu D
Proceedings of the 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021) (2022) 203
DOI: 10.2991/assehr.k.211209.291
N/ACitations
Citations of this article
9Readers
Mendeley users who have this article in their library.

Abstract

… method to review the performance of the CAPM model and the Fama-French five … that CAPM has a weak ability to interpret abnormal data, many researchers have improved the CAPM …

Cite

CITATION STYLE

APA

Liu, Y., & Xu, D. (2022). The performances of Financial Models During COVID-19: Evidence from CAPM and Fama-French Five Factors Model. In Proceedings of the 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021) (Vol. 203). Atlantis Press. https://doi.org/10.2991/assehr.k.211209.291

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free