James Foye

University of Ljubljana

Dunajska 104

Ljubljana, 1000

Slovenia

  • University of Ljubljana

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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1.

A Respecified Fama French Three Factor Model for the Eastern European Transition Nations

Number of pages: 24 Posted: 08 Mar 2016
James Foye, Dusan Mramor and Marko Pahor
University of Ljubljana, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 504 (58,013)

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2.

A New Perspective on the International Evidence Concerning the Book-Price Effect

Number of pages: 29 Posted: 21 May 2016
James Foye and Dusan Mramor
University of Ljubljana and University of Ljubljana - Faculty of Economics
Downloads 446 (67,390)

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Asset pricing, Eastern European stock markets, Emerging markets, EU enlargement, Transition economies

3.

Testing Alternative Versions of the Fama-French Five-Factor Model in the UK

Number of pages: 29 Posted: 21 Aug 2017
James Foye
University of Ljubljana
Downloads 438 (68,905)

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Asset pricing, multi factor models, CAPM, Fama-French three-factor model, Fama-French five-factor model, UK

4.

A Comprehensive Test of the Fama-French Five-Factor Model in Emerging Markets

Number of pages: 42 Posted: 12 Oct 2017
James Foye
University of Ljubljana
Downloads 269 (119,286)
Citation 1

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Emerging Equity Returns, Fama-French Three-Factor Model, Fama-French Five-Factor Model

5.

Analysing Portfolios of Financial and Nonfinancial Stocks Using a Single Factor Model

Number of pages: 30 Posted: 13 Oct 2017 Last Revised: 07 Apr 2019
James Foye and Aljosa Valentincic
University of Ljubljana and University of Ljubljana - Faculty of Economics
Downloads 141 (216,097)

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asset pricing, dividends, multifactor models, CAPM, Fama-French model, performance evaluation

6.

The Persistence of Pricing Inefficiencies in the Stock Markets of the Eastern European EU Nations

Economic and Business Review, (2013), VOL. 15, No. 2
Number of pages: 21 Posted: 08 Mar 2016
James Foye, Dusan Mramor and Marko Pahor
University of Ljubljana, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 119 (246,328)

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7.

Testing Factor Models in Indonesia

Number of pages: 33 Posted: 12 Sep 2018
James Foye and Aljosa Valentincic
University of Ljubljana and University of Ljubljana - Faculty of Economics
Downloads 23 (528,985)

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Emerging equity returns, Fama-French three-factor model, Fama-French five-factor model, Indonesia

8.

A Respecified Fama French Three‐Factor Model for the New European Union Member States

Journal of International Financial Management & Accounting, Vol. 24, Issue 1, pp. 3-25, 2013
Number of pages: 23 Posted: 19 Mar 2013
James Foye, Dusan Mramor and Marko Pahor
University of Ljubljana, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 3 (660,620)
Citation 3
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