Sources of cross sectional and time series variation in stock returns in Canada
In this study, I will use attribute-sorted portfolios for some of the most popular fundamental and technical factors mentioned in past literature. The study will be the first to address whether or not the joint hypothesis of the Fama and French multi-factor model and the Efficient Market Hypothesis...
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2003
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| Online Access: | http://spectrum.library.concordia.ca/2108/1/MQ77676.pdf Yotis, Harry <http://spectrum.library.concordia.ca/view/creators/Yotis=3AHarry=3A=3A.html> (2003) Sources of cross sectional and time series variation in stock returns in Canada. Masters thesis, Concordia University. |