Fama and French three and five factors

Published: 19 July 2023| Version 1 | DOI: 10.17632/kc5znhxwxv.1
Contributor:
Hai Hoang

Description

Our dataset contains daily and monthly data for the Fama-French Three-factor model, and the Fama-French Five-factor model in the Vietnam stock market from July 2010 to June 2021. The folders contain the data files in an Excel file (.xlsx).

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