Amanote Research

Amanote Research

    RegisterSign In

The Conditional Relation Between Fama-French Betas and Return

SSRN Electronic Journal
doi 10.2139/ssrn.1283170
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2010

Authors
Stefan KochChristian Westheide
Publisher

Elsevier BV


Related search

Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implications for Interpreting the Fama–French Factors

Journal of Empirical Finance
EconomicsFinanceEconometrics
2017English

Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market

2018English

The Intertemporal Relation Between Expected Return and Risk on Currency

SSRN Electronic Journal
2009English

The Intertemporal Relation Between Expected Returns and Conditional Correlations Between Precious Metals and the Stock Market

Economics and Business Letters
FinanceEconomicsInternational ManagementBusinessEconometrics
2018English

The Fama and French Five Factor Model: Evidence From an Emerging Market

المجلة العربیة للإدارة
2018English

US Sector Rotation With Five-Factor Fama–French Alphas

Journal of Asset Management
Information SystemsManagementInternational ManagementBusinessStrategy
2017English

Mean/Variance Relation and the Conditional Distribution

SSRN Electronic Journal
2003English

An Application of Wavelets to Finance: The Three-Factor Fama/French Model

2018English

Constructing and Testing Alternative Versions of the Fama-French and Carhart Models in the UK

SSRN Electronic Journal
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy