Are fear and inertia subsumed in Fama French three factor model?
Santosh Kumar and K. V. S. S. Narayana Rao
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumar, Santosh ; Rao, K. V. S. S. Narayana |
| Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 9.2014, 1, p. 23-37
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| Subject: | Asset pricing model | Factor loadings | Size | Distress | Inertia | Cross sectional variation | Common variation | Factor premium | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Frankreich | France | Volatilität | Volatility | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010478702