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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 Andreas Hanhardt
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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
Andreas Hanhardt
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.
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 28 de julho de 2010 |
| ISBN13 | 9783838118970 |
| Editoras | Südwestdeutscher Verlag für Hochschulsch |
| Páginas | 464 |
| Dimensões | 225 × 26 × 150 mm · 709 g |
| Idioma | Alemão |
