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The Adventures of Fama and French in Europe


Marketed By :  Südwestdeutscher Verlag für Hochschulschriften   Sold By :  Kamal Books International  
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  • Product Description

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.

Product Specifications
SKU :COC10273
AuthorAndreas Hanhardt
Number of Pages464
Publishing Year7/28/2010
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandSüdwestdeutscher Verlag für Hochschulschriften
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-23 00:00:00