Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings

Presenters/Authors

Axel Grossmann, Georgia Southern UniversityFollow
Marc W. Simpson, University of Toledo

Document Type

Presentation

Presentation Date

11-17-2016

Abstract or Description

This presentation was given during the Southern Finance Association Annual Meeting.

Sponsorship/Conference/Institution

Southern Finance Association Annual Meeting (SFA)

Location

SanDestin, FL

Recommended Citation

Grossmann, Axel, Marc W. Simpson. 2016. "Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings." Department of Finance Faculty Presentations. Presentation 3.
https://digitalcommons.georgiasouthern.edu/finance-facpres/3