Please use this identifier to cite or link to this item:
http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3362| Title: | Validity of fama-french three factor model for diversified financial companies listed on the colombo stock exchange |
| Authors: | Prasanna Madhuranthagan Aruna Shantha, K.V. |
| Keywords: | Diversified Financial Companies;Fama and French Three Factor Model;Colombo Stock Exchange;Market Risk Premium;Size Premium;Value Premium |
| Issue Date: | 2021 |
| Publisher: | University of Jaffna |
| URI: | http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3362 |
| ISSN: | 2783-8773 |
| Appears in Collections: | ICCM 2021 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| VALIDITY OF FAMA-FRENCH THREE FACTOR MODEL FOR DIVERSIFIED FINANCIAL COMPANIES LISTED ON THE COLOMBO STOCK EXCHANGE.pdf | 35.52 kB | Adobe PDF |  View/Open |
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