fama


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The portfolio formation procedure is very similar to Fama and French (1992), except that they update their portfolios annually, whereas we update ours on a monthly basis.
A continuacion Marte enumera a los Nueve de la Fama y vaticina los futuros exitos de los Augsburgo espanoles, en una alocucion tipica en la que se mezclan la laudatio y la funcion aulica.
Fama, Hansen and Shiller will share the prize sum of $1.
2011) factors or the Fama and French (1993) factors.
Considering the two factors proposed by Fama and French (1992), certain studies use firm size (VM) and B/M as proxies for value versus growth (CHAN; HAMAO; LAKONISHOK, 1991; FAMA; FRENCH, 1998).
The risk-based explanations [Chan and Chen 1991; Fama and French 1995, 1996; and Chen and Zhang 1998] argue that the value premium is nothing but a proxy for a distress effect.
40 fama is conceptualized as both an objective extratextual property of events which particular texts draw on (famam rerum gestarum .
Se la mancanza di questi elementi del Somnium impediscono al Petrarca di innalzare il linguaggio e con esso l'opera alla densita del pensiero e all'emozione della scrittura e delle immagini, peraltro l'ampliamento del tema della fama stenta a farsi poesia.
In addition, we find that the fact that the definition of return contains the book to market ratio and market size (and thus the Fama and French (1993) mimicking factors) from two successive time periods offers a partial explanation for the well known serial correlation of returns (e.
Keywords: Beta Instability, High Market Beta, Low Market Beta, EGARCH Model, News Asymmetry, Fama and French Three Factor Model
A fama instantanea oferecida a desconhecidos por programas desse tipo e premio mais importante do que o valor em dinheiro disputado (TURNER, 2004).