Comparative analysis and reconstruction of the fama-french three-factor, five-factor and carhart four-factor models on u.s. consumer discretionary market

HIGHLIGHTS

• What: This research provides experiential evidence on the efficacy of factor models in the U.S. consumer discretionary sector`s stock market. Although this model has been validated as a strong explanatory tool for the U.S. market in the long term testing , it still fails to capture several significant market anomalies, such as liquidity and asset growth [8].
• Who: Jiaqi Hao from the Adam Smith Business School, University of Glasgow, Glasgow, Scotland, UK have published the Article: Comparative Analysis and Reconstruction of the Fama- French Three-Factor, Five-Factor and Carhart Four-Factor Models . . .
  

   

  

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