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CAPM Vs Fama-French Three-Factor Model: An Evaluation of ...
pdfs.semanticscholar.orgCAPM Vs Fama-French Three-Factor Model: An Evaluation of Effectiveness in Explaining Excess Return in Dhaka Stock Exchange Mahnoor Sattar1 ... However, the traditional cross sectional regression does not provide meaningful results as the residuals are correlated. The following regression equation with mean of stock’s excess