[Solved] The value factor in the Fama-French 3-fac

Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Aug 15, 2024

The value factor in the Fama-French 3-factor model is constructed by taking a position in stocks with high book-market ratios and a position

The value factor in the Fama-French 3-factor model is constructed by taking a ______ position in stocks with high book-market ratios and a ______ position in stocks with low book-market ratios. short; long long; short long; long short; short

Step by Step Solution

There are 3 Steps involved in it

Step: 1

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

Step: 3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Multinational Financial Management

Authors: R M Srivastava

1st Edition

ISBN: 8174466703, 9788174466709

More Books

Students also viewed these Finance questions

Question

★★★★★

For the doll-manufacturing enterprise described in Problem 7, Andy Mendoza has determined that $10,000 worth of advertising will increase sales volume by 400 dolls. Should he spend the extra amount...

Answered: 1 week ago

Question

★★★★★

. 3. (15 points) For n distinct elements a1,,an with positive weights w1,,wn s.t. i=1nwi=1, design a linear-time algorithm returning the element ak, which satisfies the following: ai akwi1/2. Assume...

Answered: 1 week ago

Question

★★★★★

Breast feeding sometimes results in a temporary loss of bone mass as calcium is depleted in the mothers body to provide for milk production. The paper Bone Mass Is Recovered from Lactation to...

Answered: 1 week ago

Question

★★★★★

The data identified below was listed in a projects latest status report: BCWS = $36,000 BCWP = $30,000 ACWP = $33,000 BAC = $120,000 Original length of the project 10 months Using these data,...

Answered: 1 week ago

Question

★★★★★

need to fill red boxes Sheffield Company issued $400,000,12%,10-year bonds on January 1,2022 , for $423,557. This price resulted in an effective-interest rate of 11% on the bonds. Interest is payable...

Answered: 1 week ago

Question

★★★★★

Pr2 The following are the Adjusted Trail Balance amounts for Tucker Co. for the quarter ending March 31, 202X. Cash Petty Cash Accounts Receivables Allowance for Doubtful Acct. Notes Receivable- due...

Answered: 1 week ago

Question

★★★★★

Prove that the more inelastic demand and supply conditions are in a foreign country, the greater the ability of a country that is large in world markets to impose an optimal tariff. Use this result...

Answered: 1 week ago

Question

★★★★★

For the circuit shown in Figure P32.38, what must the frequency $f$ of the $\mathrm{AC}$ source be in order for the amplitude $V_{C}$ of the potential difference across the capacitor to equal...

Answered: 1 week ago

Question

★★★★★

Compute the point estimates b0 and b1. Exercises 610 refer to the following data set: x 25 13 16 19 29 19 16 30 y 40 20 33 30 50 37 34 37

Answered: 1 week ago

Question

★★★★★

Suppose a distributor faces an annual demand for a car horn for small cars that is normally distributed with a mean of 2300 items and a standard deviation of 300. The cost of placing an order is $150...

Answered: 1 week ago

Question

★★★★★

Air flows with negligible friction through a $10-\mathrm{cm}$-diameter duct at a rate of $2.3 \mathrm{~kg} / \mathrm{s}$. The temperature and pressure at the inlet are $T_{1}=450 \mathrm{~K}$...

Answered: 1 week ago

Question

★★★★★

With specific reference to activities found within health care organizations, describe how three departments or functional areas other than human resources might have evolved in a manner similar to...

Answered: 1 week ago

Question

★★★★★

Be able to suggest some future options for human resources

Answered: 1 week ago

Question

★★★★★

Be able to create a contract for consultant services

Answered: 1 week ago

Previous Question Next Question