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Data analysis using regression and any suitable software to compar Chen-Zhang(2010) model with Fama-French Three factor mode as indicated below: Test of Chen-Zhang (2010) Three-Factor model on the Ghana Stock Exchange. The result will be compared to that provided by Acheampong, & Swanzy, (2015) on Fama-French Three-Factor Model with the aim of determining which model is superior in predicting stock returns in the Ghanaian Stock Exchange settings
