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

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.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/496812754
Date January 2009
CreatorsSuh, Daniel
PublisherMorgantown, W. Va. : [West Virginia University Libraries],
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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