On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
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- repec:rmk:rmkjrc:v:4:y:2017:i:1:p:51-69 is not listed on IDEAS
- Romilda Mazzotta & Stefania Veltri, 2014. "The relationship between corporate governance and the cost of equity capital. Evidence from the Italian stock exchange," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 18(2), pages 419-448, May.
- Nawar Hashem & Larry Su, 2015.
"Industry Concentration and the Cross-Section of Stock Returns: Evidence from the UK,"
Journal of Business Economics and Management,
Taylor & Francis Journals, vol. 16(4), pages 769-785, August.
- Nawar, Hashem, 2010. "Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK," MPRA Paper 28440, University Library of Munich, Germany, revised Nov 2010.
- Chandra Shekhar Bhatnagar & Riad Ramlogan, 2012. "The capital asset pricing model versus the three factor model: A United Kingdom Perspective," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 2(1), pages 51-65, February.
- Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series 31_10, Rimini Centre for Economic Analysis.
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KeywordsCAPM; small firm effect; value premia; seasonal effects; multifactor models;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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