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Firm X is classified as a large cap (high market value) and growth (low book to market ratio) stock. When you use Fama French 3-factor

Firm X is classified as a large cap (high market value) and growth (low book to market ratio) stock. When you use Fama French 3-factor model to analyze the performance of this stock, you would expect the coefficient in front of the size factor (SMB) and value factor (HML) to be: positive and positive O negative and positive O positive and negative negative and negative
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Firm X is classified as a large cap (high market value) and growth (low book to market ratio) stock. When you use Fama French 3-factor model to analyze the performance of this stock, you would expect the coefficient in front of the size factor (SMB) and value factor (HML) to be: positive and positive negative and positive positive and negative negative and negative

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