The Adventures of Fama and French in Europe

ISBN: 9783838118970

$138.62 $117.83

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.

Categories:
Title:
The Adventures of Fama and French in Europe
ISBN-10:
3838118979
ISBN-13:
9783838118970
Author:
Andreas Hanhardt
Publisher:
Südwestdeutscher Verlag für Hochschulschriften
Published Date:
20100728
Edition:
1
Binding
Paperback / softback
Pages:
464
Language:
English
Product Dim.:
8.66 H x 5.91 W (inches)

Andreas Hanhardt

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