Expected Returns and Volatility of Fama-French Factors
Year of publication: |
2009-09
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Authors: | Chabi-Yo, Fousseni |
Institutions: | Charles A. Dice Center for Research in Financial Economics, Fisher College of Business |
Series: | |
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Type of publication: | Book / Working Paper |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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