Browsing by Author "Wachche, Somshekhar"

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Analyzing impact of trading cost on Fama French and momentum factor (Four Factor Model)

Kumar, Akshay; Wachche, Somshekhar (Indian Institute of Management Ahmedabad, 2017)

Fama French three factor model and momentum factor explains the stock returns using, outperformance of small cap stock against big cap stocks, outperformance of high B/M stocks against low B/M value stocks and effect of ...