Drawbacks in the 3-factor approach of fama and French (2018)
Year of publication: |
2023
|
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Authors: | Allen, David E. ; McAleer, Michael |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 1, Art.-No. 2240001, p. 1-26
|
Subject: | consistent standard errors | correct specification | endogeneity | Fama-French factors | Hausman tests | Ramsey’s RESET |
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