The Validity of Fama and French Three Factor Model in Asset Pricing: Evidence from Emerging Capital Market Setting

Figshare 2026 Dataset Open access

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Authors: Julius Buhire, Shaban Ngole
DOI: 10.6084/m9.figshare.31395411
Cited by: 0

Abstract

This research examines the validity of Fama and French three factor model in asset pricing in emerging capital markets in particular Dar Es Salaam Stock Exchange

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Publication details

Journal / source
Figshare
Publication date
1 January 2026
Language
EN
Document type
Dataset