Malin, Mirela; Veeraraghavan, Madhu - In: International Journal of Business and Economics 3 (2004) 2, pp. 155-176
In 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 and Germany and a big firm effect in the United Kingdom. Also, we do not find any evidence of a value effect for the...
