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Management

Referencing Styles : APA | Pages : 3

What is your expectation of the return pattern across the size quintiles?
 Do portfolio returns show the expected pattern across the size quintiles?
 Does the variation in portfolio beta explain the variation in returns?
 Can you draw any conclusion on the role of size in the presence of the market factor
in explaining the cross-section of stock returns?
Do your results differ from the corresponding results in Fama and French (1992)?
What could potentially cause any difference?

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