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    Analysis of Investments
  4. Exam
    Exam 8: An Introduction to Asset Pricing Models
  5. Question
    Which of the Following Variables Were Found to Be Important
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Which of the Following Variables Were Found to Be Important

Question 2

Question 2

Multiple Choice

Which of the following variables were found to be important in explaining return based upon a study of Fama and French (covering the period 1963 to 1990) ?


A) Size
B) Book-to-market value
C) Beta
D) Choices a and b only
E) All of the above

Correct Answer:

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