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Estimation of expected return: CAPM vs. Fama and French

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References

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2017Macroeconomic Forces and Arbitrage Pricing Theory43 cited

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2015Stock market risk in the financial crisis38 cited

2004The Information Content of Earnings Announcements in Denmark37 cited

2017The Capital Asset Pricing Model And Fama-French Three Factor Model In An Emerging Market Environment33 cited

2021Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience32 cited

2006Testing the Fama and French Three-Factor Model and its Variants for the Indian Stock Returns32 cited