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WebJun 29, 2016 · I am reading up on the Carhart Four-Factor model. Let's say there a regression of stock returns on alpha, RM-RF, SMB (small minus big stocks returns), HML … WebAbstract: This study aims to explore the robustness of the applicability of the Fama-French and the Carhart asset pricing models on the Amman Stock Exchange (ASE) equity market. It uses data on all companies listed and traded in the ASE, over the period of 2002 to 2024. The study uses the time-series regression approach of Black et al. (1972). compression of the spine definition
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