Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

Material Type Article Language English Title Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK Author(S) Alan Gregory (Author) Abstract   This paper constructs and tests alternative versions of the Fama–French and Carhart models for the UK market with the purpose of providing guidance for researchers interested in asset pricing and event studies..... ... Pagination p 172–214 Subject Economics Descriptors Economics Journal Title Journal of Business Finance & Accounting     Permanent Links click here