Research on the applicability and extensions of the fama-french three-factor model evidence from tech market etf

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• What: In this paper the Nasdaq 100 Index (ETF) is selected as a representative of the technology sector and the dominant factors affecting the performance of stock returns in the technology market are explored through data processing and regressions of its monthly returns from 2014 to 2023.In this study the Nasdaq 100 Index (ETF) is used as a proxy for the technology sector. During the analysis process, anomalies were found in some of the data and the problem of multicollinearity was identified, so stepwise regression was used to eliminate the covariance. In this paper, the multicollinearity . . .
  

   

  

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