Developing revised Fama-French Five-Factor models by including dividend rate, cash holdings, and Free cash flow to equity: evidence of Tehran stock exchange

Shahla Rowshandel; Ali Asghar Anvary Rostamy; Iraj Noravesh; Roya Darabi

Volume 6, Issue 1 , June 2019, , Pages 68-78

http://dx.doi.org/10.22116/jiems.2019.87658

Abstract
  Prediction of stock returns has always been one of the most important issues in finance. Investors have attracted to use of Fama-French Five-Factor Model (FFFFM) as one of the powerful methods for pricing financial assets and predicting the stock returns. This research investigates the predictability ...  Read More