Empirical study of a six-factor asset pricing model in U.S. stock market

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Keywords	U.S. stock market, Long-term reversal, Factor model, Asset pricing model, Fama-French
Thesis Advisor	Rosellon, Miguel, Madertoner, Florian
Persistent URL	hdl.handle.net/2105/64154
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Alexopoulou, Maria. (2022, July 26). Empirical study of a six-factor asset pricing model in U.S. stock market. Finance & Investments. Retrieved from http://hdl.handle.net/2105/64154

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