Multiple Choice
The Fama and French three-factor model uses ___, ___, and ___ as factors.
A) industrial production; term spread; default spread
B) industrial production; inflation; default spread
C) firm size; book-to-market ratio; market index
D) firm size; book-to-market ratio; default spread
E) None of the options are correct.
Correct Answer:

Verified
Correct Answer:
Verified
Q2: Which of the following is a (are)
Q3: Fama and French (1992) found that<br>A) firm
Q4: In the 1972 empirical study by Black,
Q5: One way that Black, Jensen and Scholes
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Q8: Tests of multifactor models indicate<br>A) the single-factor
Q9: An extension of the Fama-French three-factor model
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Q12: Petkova and Zhang (2005) examine the relationship