Empirical tests of Fama-French three-factor model and Principle Component Analysis on the Chinese stock market
Date: 2014-06-03 Authors: Kaiwen Wang Jingjing Guo fin13kwa@student.lu.se fin13jgu@student.lu.se Mobile: 0762063660 0762187877 Title: Empirical tests of Fama-French three-factor model and Principle Component Analysis on the Chinese stock market Tutor: Anders Vilhelmsson, Department of Business Administration, Lund University Purpose: This paper aim to verify that the Fama-French three factor model