Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10001581713
Persistent link: https://www.econbiz.de/10011822533
Persistent link: https://www.econbiz.de/10011344134
Persistent link: https://www.econbiz.de/10009688170
The Fama and French (F&F) factors do not reliably estimate the size and book-to-market effects. Our paper shows that the former has been underestimated in the US market while the latter overestimated. We do so by replacing F&F's independent rankings by the conditional ones introduced by Lambert...
Persistent link: https://www.econbiz.de/10013015575
The Fama and French (F&F) factors do not reliably estimate the size and book-to-market effects. Our paper shows that the former has been underestimated in the US market while the latter overestimated. We do so by replacing F&F's independent rankings by the conditional ones introduced by Lambert...
Persistent link: https://www.econbiz.de/10013032249
Persistent link: https://www.econbiz.de/10014478229