Answer anyone question Question 1: Fama and French (1993) have included a Size factor in their 3-factor...

Answer anyone question

Question 1: Fama and French (1993) have included a Size factor in their 3-factor model. Survey the most recent literature and discuss whether the Size factor is still present in financial markets (in the US and elsewhere). Using the Methodology of Fama and MacBeth (1973), test and discussion possible economic reasons why Size should be a priced factor. Requires a large literature base and a simple regression analysis. If you are fully prepared, I hope to write this question.

Question 2: Carhart (1997) advocated momentum as another factor. Survey the most recent literature and discuss whether the momentum factor is still present in financial markets (in the US and elsewhere). Using the methodology of Fama and MacBeth (1973), test and discuss possible Economic reasons why Size should be a priced factor. Requires a large literature base and a simple regression analysis.

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3. Fama and French (1992, 1993) argued that based on more recent data, beta is not...

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Answer anyone question Question 1: Fama and French (1993) have included a Size factor in their 3-factor...

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