The authors would like to thank the Leverhulme Trust for supporting the project which gave rise to this investigation, Peter Pope (editor), and an anonymous referee for their constructive and helpful comments on earlier versions of the paper. The test portfolios and factors underlying this paper can be downloaded from: http://xfi.exeter.ac.uk/researchandpublications/portfoliosandfactors/index.php.
Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK
Version of Record online: 25 FEB 2013
© 2013 Blackwell Publishing Ltd
Journal of Business Finance & Accounting
Volume 40, Issue 1-2, pages 172–214, January/February 2013
How to Cite
Gregory, A., Tharyan, R. and Christidis, A. (2013), Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK. Journal of Business Finance & Accounting, 40: 172–214. doi: 10.1111/jbfa.12006
- Issue online: 25 FEB 2013
- Version of Record online: 25 FEB 2013
- Manuscript Accepted: OCT 2012
- Manuscript Received: FEB 2008
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