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



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