Which of the Following Variables Do Fama and French Claim

question 25

Multiple Choice

Which of the following variables do Fama and French claim do a better job explaining share returns than beta?
I. Book to market ratio
II. Unexpected change in industrial production
III. Firm size

• A)I only
• B)I and II only
• C)I and III only
• D)I, II and III

---

Definitions:

Competence

The ability to perform a specific task or role effectively, often requiring a set of defined skills and knowledge.

Warmth

The quality of being kind, friendly, and supportive towards others.

Virtual Communication Etiquette

entails the codes of conduct and manners considered respectful and appropriate in digital communication settings.

Participant Map

A visual or conceptual tool used to identify and understand the roles, relationships, and perspectives of different stakeholders in a project or system.