Which of the Following Factors Were Used by Fama

question 52

Multiple Choice

Which of the following factors were used by Fama and French in their multifactor 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 factors were included in their model.
• E) None of the factors were included in their model.

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Definitions:

Points Scored

The total number of points earned by a team or individual in a competitive event.

Oxygen Uptake

The volume of oxygen absorbed and utilized by an organism or body tissues, usually within a specified period, indicating aerobic capacity.

F Statistic

A ratio used in an analysis of variance test to determine whether the means of several groups are equal.

Middle-Aged

A term describing individuals who are in the middle phase of life, often considered to be between the ages of 40 and 65.