What is a possible endogeneity problem in the Fama and French asset pricing tests of the three-factor

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What is a possible endogeneity problem in the Fama and French asset pricing tests of the three-factor model? How can we reduce this problem in asset pricing tests?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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What is a possible endogeneity problem in the Fama and French asset pricing tests of the three-factor

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Investment Valuation And Asset Pricing Models And Methods

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