Are the Fama and French Factors Global or Country Specific?-Reference-Cited by-同舟云学术

Are the Fama and French Factors Global or Country Specific?

Published:2002-04 Issue:3 Volume:15 Page:783-803
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Griffin John M.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/15/3/783/5361297/150783.pdf

Reference46 articles.

1. Ahn S. C. Gadarowski C. , 2000, “Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Estimation,” working paper, Arizona State University.

2. The relationship between return and market value of common stocks

3. Barry C. Goldreyer E. Lockwood L. Rodriguez M. , 1999, “Size and Book-to-Market Effects: Evidence from Emerging Markets,” working paper, Texas Christian University.

4. A Critique of Size-Related Anomalies

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