Stock returns, risk factor loadings, and model predictions a test of the CAPM and the Fama-French 3-factor model /

Description

Thesis (Ph. D.)--West Virginia University, 2009. / Title from document title page. Document formatted into pages; contains x, 146 p. : col. ill. Includes abstract. Includes bibliographical references.

Links & Downloads

1. http://hdl.handle.net/10450/10744

Tags

Capital assets pricing model. Stocks

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/496812754
Date	January 2009
Creators	Suh, Daniel
Publisher	Morgantown, W. Va. : [West Virginia University Libraries],
Source Sets	OCLC
Language	English
Detected Language	English