The impact of Covid-19 on us stock market: Fama-French models
The paper evaluates the performance of Fama-French models on US stock during Covid-19. All data used in constructed models have origination from Fama-French official website from 1st January 2000 to 31st March 2020. (Fama and French 2020). The results suggest that F-test and t-test in all models are statistically insignificant. On the other hand, the … Continue reading The impact of Covid-19 on us stock market: Fama-French models
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