An extension of the Fama-French three-factor model was introduced by
A) Black.
B) Scholes.
C) Carhart.
D) Jensen.
E) Miller.
Correct Answer:
Verified
Q37: The CAPM is not testable unless
A) the
Q38: Consider the regression equation: ri − rf
Q39: Tests of the CAPM that use regression
Q40: Early tests of the CAPM involved
A) establishing
Q41: Petkova and Zhang (2005) examine the relationship
Q43: Jagannathan and Wang (2006) find that the
Q44: The Fama and French three-factor model uses
Q45: The Fama and French three-factor model does
Q46: Which of the following factors will have
Q47: Which of the following is NOT an
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