EF Part 1 - Can We Predict Stock Returns? Testing the Fama-French Model
Disclaimer: This series is converted from my project in Empirical Finance at VU Amsterdam, co-authoring with Denzel van Beek and Marcin Grobelny. The data used in this post is simulated data. This series has four parts: Part 1: Can We Predict Stock Returns? Testing the Fama-French Model <– You’re here Part 2: Did That Tax Law Actually Work? A Real-World Policy Analysis Part 3: Predicting Up or Down: When Will Stocks Rise Tomorrow? Part 4: Forecasting Trading Volume: When Simple Beats Complex Introduction: The Quest to Explain Stock Returns As an enthusiastic investor or an ambitious trader, you’ve probably asked yourself this question at least once in your life: “Can I predict tomorrow’s stock price?” ...