James Foye

University of Ljubljana

Dunajska 104

Ljubljana, 1000

Slovenia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 30,625

SSRN RANKINGS

Top 30,625

in Total Papers Downloads

3,440

TOTAL CITATIONS
Rank 46,452

SSRN RANKINGS

Top 46,452

in Total Papers Citations

4

Scholarly Papers (7)

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 803 (64,166)

Abstract:

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2.

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 784 (66,313)
Citation 1

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

3.

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 728 (72,983)
Citation 1

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

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 661 (82,669)
Citation 2

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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 268 (234,347)

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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 123 (468,467)

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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 73 (657,259)

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