Testing Fama-French Model on Russian Stock Market
The problematic stocks in the five-factor model is the small stock with negative exposures. The average returns of the small firms that invest a lot despite low profitability. The intercept of the big stocks which invest a lot despite low profitability.
| Рубрика | Маркетинг, реклама и торговля |
| Предмет | Marketing |
| Вид | курсовая работа |
| Язык | английский |
| Прислал(а) | alya.fialkova |
| Дата добавления | 14.09.2018 |
| Размер файла | 274,6 K |
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