Are the Fama and French Factors Global or Country Specific

By F. T. Magiera. 2002

150 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/cb02a05ea58d27b9980dea712b76bfbb2ac720ea

How researchers see this paper

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In Finance

1. Selin Duz Tan
2. Oktay Tas

Citations in the corpus

• Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions (2010, unknown): “We estimate abnormal stock returns using as a benchmark model the two-factor international market model (Griffin (2002)).”
• Social Media Sentiment in International Stock Returns and Trading Activity (2020, background): “Griffin (2002) supports that local factor models explain returns better and have lower pricing errors than the global factor model and Cakici, Fabozzi, and Tan (2013) give an evidence that local factors perform better suggesting emerging market segmentation.”