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基于Fama-French模型的沪深300指数效应实证研究

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摘要 目前在国外的金融领域,Fama-French三因子模型已被大多数投资者所认可,并且被广泛应用于金融市场的多个方面。中国的证券市场上存在很多机制和运行上不完善的地方,因此对三因子模型在中国市场上的应用提出了挑战。本文采取沪深300股票数据完善的公司,检验了三因子模型在中国市场的适用性问题,并对该模型的回归系数及实证结果进行了阐述分析。
作者 沈忱
出处 《时代金融》 2018年第21期155-155,159,共2页 Times Finance
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