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Research Methodology

The purpose of my research if first to construct the Fama and French three factor model using New Zealand stock market, then I will incorporate momentum factor into Fama and French model in order to form a four-factor pricing model and investigate whether there is a relationship between stock expected return and momentum factor, and check whether asset pricing model predictability has improve.

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language english
wordcount 1083 (cca 3 pages)
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language level N/A
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Preview of the essay: Research Methodology

Ever since Fama and French proposed the three factor pricing model in 1992, it’s been widely believe that the puzzle in stock return is finally solved, however, many cross-country evidence shows that the effect of size and book-to-market ...





... sum up, eclecticism is the only approach that appeals to me because why I choose different methodology approaches throughout my study is because each approach has it its limitation, with Eclectism I can combine all of them together, adopting the advantages of each approach and also avoiding the disadvantages.
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Finance
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Financial Analysis
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