Which of the Following Are the Factors for the Fama-French

question 24

Multiple Choice

Which of the following are the factors for the Fama-French model?

• A) The excess market return, a debt factor, and a book-to-market factor.
• B) The excess market return, a size factor, and a debt.
• C) A debt factor, a size factor, and a book-to-market factor.
• D) The excess market return, an industrial production factor, and a book-to-market factor.
• E) The excess market return, a size factor, and a book-to-market factor.

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Definitions:

Analytical Comparisons

The process of examining differences between groups or variables using statistical methods.

More Than Two Groups

This refers to experimental conditions or treatments in a study where there are three or more categories or levels being compared.

Scheffé Test

A statistical procedure used for making post-hoc comparisons among group means in an analysis of variance setting.

Familywise Error

The probability of making one or more type I errors across a family of hypothesis tests.