Validity of fama-french three factor model for diversified financial companies listed on the colombo stock exchange

dc.contributor.author	Prasanna Madhuranthagan
dc.contributor.author	Aruna Shantha, K.V.
dc.date.accessioned	2021-07-07T05:03:20Z
dc.date.accessioned	2022-07-07T05:49:42Z
dc.date.available	2021-07-07T05:03:20Z
dc.date.available	2022-07-07T05:49:42Z
dc.date.issued	2021
dc.identifier.issn	2783-8773
dc.identifier.uri	http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3362
dc.language.iso	en	en_US
dc.publisher	University of Jaffna	en_US
dc.subject	Diversified Financial Companies	en_US
dc.subject	Fama and French Three Factor Model	en_US
dc.subject	Colombo Stock Exchange	en_US
dc.subject	Market Risk Premium	en_US
dc.subject	Size Premium	en_US
dc.subject	Value Premium	en_US
dc.title	Validity of fama-french three factor model for diversified financial companies listed on the colombo stock exchange	en_US
dc.type	Article	en_US