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dc.contributor.authorMirela Malin
dc.contributor.authorMadhu Veeraraghavan
dc.date.accessioned2020-08-25T06:18:19Z-
dc.date.available2020-08-25T06:18:19Z-
dc.date.issued2004/08/01
dc.identifier.issnissn16070704
dc.identifier.urihttp://dspace.fcu.edu.tw/handle/2376/2229-
dc.description.abstractIn this paper we investigate the robustness of the Fama-French multifactor model for equities listed in three European markets. We find evidence of a small firm effect in France_x000D_ and Germany and a big firm effect in the United Kingdom. Also, we do not find any evidence of a value effect for the markets investigated in this paper. Instead, we document a growth effect. Finally, we reject the argument that seasonal effects can explain the multifactor model results.
dc.description.sponsorship逢甲大學
dc.format.extent22
dc.language.iso英文
dc.relation.ispartofseriesinternational journal of business and economics
dc.relation.isversionofVolume3No2
dc.subjectsmall firm effect|value premia|seasonal effects|multifactor models
dc.titleOn the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
dc.type期刊篇目
分類:Volume03,No.2

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