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Is the CAPM Dead or Alive in the Brazilian Market?
Yoshino, Joe Akira; Santos, Edson Bastos e - In: Review of Applied Economics 5 (2009) 1-2
modified OLS) estimator, this paper corroborates the Fama & French three-factor model (1992, 1993). This work finds also two …
Persistent link: https://www.econbiz.de/10010911560
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Is the CAPM dead or alive in the Brazilian market?
Yoshino, Joe Akira; Santos, Edson Bastos e - In: Review of applied economics 12 (2016) 1/2, pp. 127-142
Persistent link: https://www.econbiz.de/10011672514
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The cross-Section of German stock returns: New data and new evidence
Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - Institut für Finanzmarktforschung, Wirtschafts- und … - 2010
test the standard CAPM, the Fama-French three-factor model, and the Carhart four-factor model. Our tests are based on a …
Persistent link: https://www.econbiz.de/10008684975
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The Cross-Section of German Stock Returns: New Data and New Evidence
Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - In: Schmalenbach Business Review (sbr) 64 (2012) 1, pp. 20-43
-sorted. We use this data set to perform asset-pricing tests for the german equity market. We test the standard cAPM, the Fama …
Persistent link: https://www.econbiz.de/10010548163
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The smallest stocks are not just smaller: global evidence
de Moor, Lieven L.; Sercu, Piet - Solvay Brussels School of Economics and Management, … - 2015
significant impact on asset-pricing test results. We also show that, in data with wider coverage with respect to size, the Fama …
Persistent link: https://www.econbiz.de/10011163399
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The smallest firm effect: An international study
De Moor, Lieven; Sercu, Piet - In: Journal of International Money and Finance 32 (2013) C, pp. 129-155
, this paper identifies and documents a post-1980s size effect which is persistent, not picked up by a Fama–French-style SMB …
Persistent link: https://www.econbiz.de/10010594686
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The smallest stocks are not just smaller: US and international evidence
De Moor, Lieven; Sercu, Piet - Faculteit Economie en Bedrijfswetenschappen, … - 2011
significant impact on asset pricing test results. We also show that, in data with wider coverage with respect to size, the Fama …
Persistent link: https://www.econbiz.de/10009415885
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The Smallest Firm Effect: an International Study
De Moor, Lieven; Sercu, Piet - Faculteit Economie en Bedrijfswetenschappen, … - 2011
, this paper identies and documents a post-1980s size effect which is persistent, not picked up by a Fama-French-style SMB …
Persistent link: https://www.econbiz.de/10009415915
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VN-Krisenmanagement in Mali: Warum MINUSMA noch ein Jahr bleiben sollte
Tull, Denis - 2023
Friedensicherung durch die Vereinten Nationen hat in Mali keine Zukunft. Für die seit 2013 bestehende Mission MINUSMA sind die politischen Rahmenbedingungen schlechter als je zuvor. Sie hat nicht die uneingeschränkte Unterstützung des VN-Sicherheitsrats und noch weniger die der malischen...
Persistent link: https://www.econbiz.de/10014283930
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MODELO DE TRES FACTORES EN ESPAÑA
Rubio, Fernando - EconWPA - 2005
El objetivo del estudio es identificar y aplicar el modelo de tres factores desarrollado por Fama y French. Se aplica … tres factores de Fama y French (1993, 1994, 1995 y 1996) es capaz de explicar una gran porción de la varianza (84% en …
Persistent link: https://www.econbiz.de/10005134814