Which of the following factors were used by Fama and French in their multi-factor model?
A)Return on the market index.
B)Excess return of small stocks over large stocks.
C)Excess return of high book-to-market stocks over low book-to-market stocks.
D)All of the above factors were included in their model.
E)None of the above factors were included in their model.

Question

Quizplus · Accepted Answer

Fama and French included all of the above factors in their multi-factor model.

Which of the Following Factors Were Used by Fama and French