Browsing NTNU Open by Author "Kursenko, Alla"
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Empirical Tests of Multifactor Capital Asset Pricing Models and Business Cycles. U.S. Stock Market Evidence Before, During and After the Great Recession
Kursenko, Alla (Master thesis, 2017)I estimate and perform empirical tests on the three most commonly used multifactor capital asset pricing models - Fama and French three-factor, Carhart four-factor and Fama and French four-factor models - in the U.S. stock ...