Master Thesis Online
The profitability effect on the European market
Khorfi, Hibat Allah 
Promotor(s) :
Lambert, Marie
Date of defense : 3-Sep-2019/10-Sep-2019 • Permalink : http://hdl.handle.net/2268.2/8291
Details
| Title : | The profitability effect on the European market |
| Translated title : | [fr] L'effet de profitabilité sur le marché européen |
| Author : | Khorfi, Hibat Allah
|
| Date of defense : | 3-Sep-2019/10-Sep-2019 |
| Advisor(s) : | Lambert, Marie
|
| Committee's member(s) : | Fays, Boris
Moreno Miranda, Nicolas
|
| Language : | English |
| Number of pages : | 57 |
| Keywords : | [en] Market anomalies [en] Factor models |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[fr] The profitability effect is a recently documented effect that has been proven to be existent on the U.S market by Novy-Marx (2010) using the Fama & French three factor model. Using the European stocks consisting the STOXX Europe 600 index, for a period of 10 years, this study attempts to uncover the existence of the profitability effect on the European market, using the Fama & French five factor models.
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The profitability effect on the European market_Hibat Allah Khorfi.pdf
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