The main purpose of this dissertation is threefold. For one, we aim to shed further light on the general pricing ability of the Fama and French (1993) (FF) three-factor model (3FM) in Europe. For two, we mean to assess whether the FF factors are related to systematic risk and, thus, whether the 3FM is consistent with an intertemporal asset pricing explanation behind the size and book-to-market effects. For three, we endeavor to measure the extent to which European equity markets are integrated.
|Number of Pages||464|
|Country of Manufacture||India|
|Product Brand||Südwestdeutscher Verlag für Hochschulschriften|
|Product Packaging Info||Box|
|In The Box||1 Piece|
|Product First Available On ClickOnCare.com||2015-07-23 00:00:00|