Blar i NHH Brage på forfatter "Mix, Fabia"
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How suitable is the Fama-French ve-factor model for describing German and Norwegian stock returns?
Hoel, Alexander R.; Mix, Fabia (Master thesis, 2016)In this thesis we investigate the suitability of the Fama and French (2015a) ve-factor model for describing German and Norwegian average monthly stock returns in the period from 1991 to 2015. We do this by estimating ...