On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
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More about this item
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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