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Size and book to market effects: further evidence from the French case

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Academic year: 2021

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Figure

Table 1. (continued) Explanatory variables Correlations Mktpond. HML SMB Mktpond. 1.00 HML 0.079 1.00 SMB -0.121 0.164 1.00
Table 2 summarizes some characteristics of the 16 portfolios, considered as de- de-pendent variables in the time series regressions
Table 4. (Continued) Book to market
Table 7. (Continued) Book to market
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