TY - JOUR AU - Jiao, Wenting AU - Lilti, Jean-Jacques PY - 2017 DA - 2017/04/24 TI - Whether profitability and investment factors have additional explanatory power comparing with Fama-French Three-Factor Model: empirical evidence on Chinese A-share stock market JO - China Finance and Economic Review SP - 7 VL - 5 IS - 1 AB - Fama and French propose a five-factor model that contains the market factor and factors related to size, book-to-market equity ratio, profitability, and investment, which outperforms the Fama-French Three-Factor Model in their paper in 2014. This study investigates the performance of Fama-French Five-Factor Model and compare with that of Fama-French Three-Factor Model on Chinese A-share stock market. SN - 2196-5633 UR - https://doi.org/10.1186/s40589-017-0051-5 DO - 10.1186/s40589-017-0051-5 ID - Jiao2017 ER -