Improving the Fama-French Model Based on Technical Indicators: Evidence from the Financial Industry

Zhuoqun Lei

2024

Abstract

As a matter of fact, Fama-French models are commonly applied in financial fields, which is an upgrading model for CAPM. Contemporarily, plenty of proposals for adding indicators to improve the performances for the model are demonstrated. With this in mind, this paper deeply and comprehensively discusses the improvement of the Fama-French model based on technical indicators. To be specific, it elaborates on the principles and methods of improvement in detail and systematically expounds its application in the financial industry. By sorting out and analysing relevant research, it reveals the significant advantages and potential problems of the improved model and conducts a forward-looking outlook on future research directions. According to the analysis, the current limitations and prospects are proposed at the same time. Overall, this provides a new perspective for the expansion of financial asset pricing theory and also provides a valuable reference basis for practical operations in the financial industry.

Paper Citation

in Harvard Style

Lei Z. (2024). Improving the Fama-French Model Based on Technical Indicators: Evidence from the Financial Industry. In Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI; ISBN 978-989-758-726-9, SciTePress, pages 423-428. DOI: 10.5220/0013264700004568

in Bibtex Style

@conference{ecai24,
author={Zhuoqun Lei},
title={Improving the Fama-French Model Based on Technical Indicators: Evidence from the Financial Industry},
booktitle={Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI},
year={2024},
pages={423-428},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013264700004568},
isbn={978-989-758-726-9},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI
TI - Improving the Fama-French Model Based on Technical Indicators: Evidence from the Financial Industry
SN - 978-989-758-726-9
AU - Lei Z.
PY - 2024
SP - 423
EP - 428
DO - 10.5220/0013264700004568
PB - SciTePress