完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Mirela Malin | |
| dc.contributor.author | Madhu Veeraraghavan | |
| dc.date.accessioned | 2020-08-25T06:18:19Z | - |
| dc.date.available | 2020-08-25T06:18:19Z | - |
| dc.date.issued | 2004/08/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2229 | - |
| dc.description.abstract | In this paper we investigate the robustness of the Fama-French multifactor model for equities listed in three European markets. We find evidence of a small firm effect in France_x000D_ and Germany and a big firm effect in the United Kingdom. Also, we do not find any evidence of a value effect for the markets investigated in this paper. Instead, we document a growth effect. Finally, we reject the argument that seasonal effects can explain the multifactor model results. | |
| dc.description.sponsorship | 逢甲大學 | |
| dc.format.extent | 22 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume3No2 | |
| dc.subject | small firm effect|value premia|seasonal effects|multifactor models | |
| dc.title | On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom | |
| dc.type | 期刊篇目 | |
| 分類: | Volume03,No.2 | |
在 DSpace 系統中的文件，除了特別指名其著作權條款之外，均受到著作權保護，並且保留所有的權利。