A better stock pricing model: A systematic literature review
Journal of Economic and Financial Sciences
| Field | Value | |
| Title | A better stock pricing model: A systematic literature review | |
| Creator | Musawa, Nsama Kapena, Sumbye Shikaputo, Chanda | |
| Description | Background: The Fama and French five-factor model (FF5M) is one of the stock valuation model that is on the cutting edge of finance research. Results from the empirical tests from various stock markets were the FFM5 has been tested since its launch in 2014 are mixed. Hence, it is important that empirical evidence testing the FF5M in comparison with lower models such as the Fama and French three-factor model (FF3M) and the Capital Asset Pricing Model (CAPM) is documented.Aim: To identify a research gap that still remains to be filled relating to stock valuation models in the field of finance.Conclusion: The results of the empirical evidence have revealed that although the FF5M is a great milestone in stock pricing models, it has also left room for better models to be further developed from it in future. | |
| Publisher | AOSIS | |
| Date | 2020-04-01 | |
| Identifier | 10.4102/jef.v13i1.472 | |
| Source | Journal of Economic and Financial Sciences; Vol 13, No 1 (2020); 6 pages 2312-2803 1995-7076 | |
| Language | eng | |
| Relation |
The following web links (URLs) may trigger a file download or direct you to an alternative webpage to gain access to a publication file format of the published article:
https://jefjournal.org.za/index.php/jef/article/view/472/863
https://jefjournal.org.za/index.php/jef/article/view/472/862
https://jefjournal.org.za/index.php/jef/article/view/472/864
https://jefjournal.org.za/index.php/jef/article/view/472/861
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