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Abstract
This study tests the Fama-French three-factor model for Hanoi securities market, HASTC to investigate the influences of market factor, size factor and value factor on the rate of return of portfolios. The data for study was collected from 1st July, 2006 to 15th May, 2009. The study found that the three-factor model has high capability to explain the changing of portfolio’s rate of return and the market factor is the one that has the strongest effect on portfolios’ rate of return.
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Article Details
Issue: Vol 13 No 4 (2010)
Page No.: 15-22
Published: Dec 30, 2010
Section: Economics, Law and Management - Research article
DOI: https://doi.org/10.32508/stdj.v13i4.2183
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Copyright: The Authors. This is an open access article distributed under the terms of the Creative Commons Attribution License CC-BY 4.0., which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
How to Cite
Kim, H., & Nguyen, H. (2010). TESTS OF THE CAPITAL ASSET PRICES AND THE FAMA AND FRENCH THREE-FACTOR MODEL FOR HANOI SECURITIES MARKET. Science and Technology Development Journal, 13(4), 15-22. https://doi.org/https://doi.org/10.32508/stdj.v13i4.2183
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