Empirical & Characteristic determinants of asset return : Saudi Evidence Academic Essay

Emperical & Charactrestic determinants of asset return : Saudi Evidence

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I would like to investigate different asset pricing models in Saudi Arabia taking in our consideration the economic transformation according to the effect of (vision 2030).
I would like to work on the following topics if they are benificial to my proposal:

Fama and French Five Factor model
Bob shiller behavioral biases
Mental Accounting Richard Thaler

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