Test Three Factor Model Fama and French in the Iraq Stock Exchange
Abstract
The aim of the research is to study the three-factor model Fame and French in the Iraqi Market for Stock Exchange and its applicability in the market. and whether there are bonuses for the three factors that the investor can use to obtain a better return than if another pricing model were used .The sample is made of companies company listed on the market and for a number of different sectors. Statistical methods, including the statistical program SPSS and Excel, 2010, have been used for the purpose of obtaining the final statistical results and using the monthly and annual data available to the Iraqi Stock Exchange for the period from 2010 to 2014. In conducting the financial analysis, the market encourages individuals to invest in the market for better returns.
As for the results of the statistical analysis, the research has found that there are high and strong correlation between the model variables in the market, and has recommended the research the importance of applying the model on the market to give a clear picture of the financial models that correspond with the Iraqi Market for Stock Exchange .
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