Which of the following factors were used by Fama and French in their multifactor model? A) Return on the market index B) Excess return of small stocks over large stocks C) Excess return of high book-to-market stocks over low book-to-market stocks D) All of the factors were included in their model. E) None of the factors were included in their model.

Question

Quizplus · Accepted Answer

Fama and French included all three of the factors listed.

Which of the Following Factors Were Used by Fama