Common risk factors in bank stocks
This dissertation provides evidence on the risk factors that are priced in bank equities. Alternative empirical models with precedent in the nonfinancial asset pricing literature are tested, including the single-factor Capital Asset Pricing Model (CAPM), three-factor Fama-French model, and Intertemp...
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| Format: | Others |
| Language: | en_US |
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Texas A&M University
2007
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| Online Access: | http://hdl.handle.net/1969.1/5806 |