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

Material TypeArticleLanguageEnglish
TitleConstructing 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..... ...Paginationp 172–214
SubjectEconomicsDescriptorsEconomics
Journal TitleJournal of Business Finance & Accounting  
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