FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125671379> ?p ?o ?g. }

• W3125671379 endingPage "358" @default.
• W3125671379 startingPage "334" @default.
• W3125671379 abstract "We apply the conditional approach of Pettengill, Sundaram, and Mathur (1995) to the predominant model in asset pricing, the Fama-French three-factor model. We find that all three risk factors cross-sectionally drive asset returns. Further, we extend the test developed by Freeman and Guermat (2006) to multi-factor models and test if risk premia are priced within the conditional approach. Our test leads to qualitatively identical results as the Fama-MacBeth (1973) test, thus confirming its validity. Additionally, our use of portfolios sorted by various characteristics accentuates how critical the choice of test portfolios is to empirical asset pricing." @default.
• W3125671379 created "2021-02-01" @default.
• W3125671379 creator A5034042344 @default.
• W3125671379 creator A5046909181 @default.
• W3125671379 date "2013-10-01" @default.
• W3125671379 modified "2023-09-26" @default.
• W3125671379 title "The Conditional Relation between Fama-French Betas and Return" @default.
• W3125671379 cites W1560849420 @default.
• W3125671379 cites W1584384013 @default.
• W3125671379 cites W1971432209 @default.
• W3125671379 cites W1979593580 @default.
• W3125671379 cites W1982596328 @default.
• W3125671379 cites W1982796656 @default.
• W3125671379 cites W1995834279 @default.
• W3125671379 cites W1996531680 @default.
• W3125671379 cites W1998945328 @default.
• W3125671379 cites W2006808353 @default.
• W3125671379 cites W2008521110 @default.
• W3125671379 cites W2031678867 @default.
• W3125671379 cites W2046519558 @default.
• W3125671379 cites W2047694274 @default.
• W3125671379 cites W2068257608 @default.
• W3125671379 cites W2081158990 @default.
• W3125671379 cites W2085037878 @default.
• W3125671379 cites W2096226179 @default.
• W3125671379 cites W2104795328 @default.
• W3125671379 cites W2113305199 @default.
• W3125671379 cites W2116347131 @default.
• W3125671379 cites W2142152317 @default.
• W3125671379 cites W2166215547 @default.
• W3125671379 cites W2170415678 @default.
• W3125671379 cites W3123640793 @default.
• W3125671379 cites W3123957507 @default.
• W3125671379 cites W3124833605 @default.
• W3125671379 cites W3125346872 @default.
• W3125671379 cites W3125756421 @default.
• W3125671379 cites W3126069557 @default.
• W3125671379 cites W3216651525 @default.
• W3125671379 cites W4251813311 @default.
• W3125671379 cites W4254389086 @default.
• W3125671379 cites W4385795614 @default.
• W3125671379 doi "https://doi.org/10.1007/bf03396861" @default.
• W3125671379 hasPublicationYear "2013" @default.
• W3125671379 type Work @default.
• W3125671379 sameAs 3125671379 @default.
• W3125671379 citedByCount "3" @default.
• W3125671379 countsByYear W31256713792012 @default.
• W3125671379 countsByYear W31256713792016 @default.
• W3125671379 countsByYear W31256713792021 @default.
• W3125671379 crossrefType "journal-article" @default.
• W3125671379 hasAuthorship W3125671379A5034042344 @default.
• W3125671379 hasAuthorship W3125671379A5046909181 @default.
• W3125671379 hasBestOaLocation W31256713792 @default.
• W3125671379 hasConcept C10138342 @default.
• W3125671379 hasConcept C106159729 @default.
• W3125671379 hasConcept C10879293 @default.
• W3125671379 hasConcept C124101348 @default.
• W3125671379 hasConcept C142450864 @default.
• W3125671379 hasConcept C149782125 @default.
• W3125671379 hasConcept C162324750 @default.
• W3125671379 hasConcept C167626555 @default.
• W3125671379 hasConcept C181236170 @default.
• W3125671379 hasConcept C182306322 @default.
• W3125671379 hasConcept C185632549 @default.
• W3125671379 hasConcept C25343380 @default.
• W3125671379 hasConcept C38652104 @default.
• W3125671379 hasConcept C41008148 @default.
• W3125671379 hasConcept C76178495 @default.
• W3125671379 hasConceptScore W3125671379C10138342 @default.
• W3125671379 hasConceptScore W3125671379C106159729 @default.
• W3125671379 hasConceptScore W3125671379C10879293 @default.
• W3125671379 hasConceptScore W3125671379C124101348 @default.
• W3125671379 hasConceptScore W3125671379C142450864 @default.
• W3125671379 hasConceptScore W3125671379C149782125 @default.
• W3125671379 hasConceptScore W3125671379C162324750 @default.
• W3125671379 hasConceptScore W3125671379C167626555 @default.
• W3125671379 hasConceptScore W3125671379C181236170 @default.
• W3125671379 hasConceptScore W3125671379C182306322 @default.
• W3125671379 hasConceptScore W3125671379C185632549 @default.
• W3125671379 hasConceptScore W3125671379C25343380 @default.
• W3125671379 hasConceptScore W3125671379C38652104 @default.
• W3125671379 hasConceptScore W3125671379C41008148 @default.
• W3125671379 hasConceptScore W3125671379C76178495 @default.
• W3125671379 hasIssue "4" @default.
• W3125671379 hasLocation W31256713791 @default.
• W3125671379 hasLocation W31256713792 @default.
• W3125671379 hasOpenAccess W3125671379 @default.
• W3125671379 hasPrimaryLocation W31256713791 @default.
• W3125671379 hasRelatedWork W1484491583 @default.
• W3125671379 hasRelatedWork W1513386074 @default.
• W3125671379 hasRelatedWork W1583746090 @default.
• W3125671379 hasRelatedWork W1591215103 @default.
• W3125671379 hasRelatedWork W1920821543 @default.
• W3125671379 hasRelatedWork W1995146575 @default.
• W3125671379 hasRelatedWork W2010769253 @default.
• W3125671379 hasRelatedWork W2153102350 @default.
• W3125671379 hasRelatedWork W2200114600 @default.
• W3125671379 hasRelatedWork W2242028669 @default.

• next