Did Fama and French (1996) find evidence to support a link between earnings and the size and
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Did Fama and French (1996) find evidence to support a link between earnings and the size and value factors? Review their findings. What are the underlying state variables that produce variation in earnings and stock returns related to size and BM ratios?
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Answer In their 1996 paper titled Multifactor Explanations of Asset Pricing Anomalies Fama and French examined the relationship between earnings and t...View the full answer
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Related Book For 
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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