Does the Fama-Franch three-factor model work in the financial industry? Evidence from European bank stocks
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More about this item
KeywordsBook-to-market ratio; Financial firm; Firm size; Asset pricing;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G3 - Financial Economics - - Corporate Finance and Governance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2015-05-30 (Banking)
- NEP-BEC-2015-05-30 (Business Economics)
- NEP-CFN-2015-05-30 (Corporate Finance)
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