The Fama and French three-factor model uses ___, ___, and ___ as factors.
A) industrial production; term spread; default spread
B) industrial production; inflation; default spread
C) firm size; book-to-market ratio; market index
D) firm size; book-to-market ratio; default spread
Correct Answer:
Verified
Q22: Fama and French (2002) studied the equity
Q23: Fama and French (1992) found that
A)firm size
Q24: Studies by Chan, Karceski, and Lakonishok (2003)
Q25: Tests of the CAPM that use regression
Q26: A major finding by Heaton and Lucas
Q28: Early tests of the CAPM involved
A)establishing sample
Q29: Which of the following is a (are)
Q30: According to Roll, the only testable hypothesis
Q31: Which of the following statements is true
Q32: Liew and Vassalou (2000) show that returns
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