The Adventures of Fama and French in Europe: a European Centered Study on the Pricing Ability and Economic Rationale of the Fama and French Factors - Andreas Hanhardt - Libros - Südwestdeutscher Verlag für Hochschulsch - 9783838118970 - 28 de julio de 2010
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The Adventures of Fama and French in Europe: a European Centered Study on the Pricing Ability and Economic Rationale of the Fama and French Factors

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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.

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 28 de julio de 2010
ISBN13 9783838118970
Editores Südwestdeutscher Verlag für Hochschulsch
Páginas 464
Dimensiones 225 × 26 × 150 mm   ·   709 g
Lengua Alemán  

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