On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market

Keith Lam (), Frank Li and Simon So

Review of Quantitative Finance and Accounting, 2010, vol. 35, issue 1, 89-111

Keywords: Fama and French; Four-factor model; Momentum; Up and down markets; Seasonality; G12; G15 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11156-009-0151-x

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